Dear R users, I was trying to find a library for the Chi-plot and Kendall plot, as described in the paper "Everything you always wanted to know about Copula Modeling but you were afraid to ask", but unsuccessfully. I was wondering if anyone have already implemented these 2 functions in R and could kindly help me out? Many thanks in advance, Nan
David Winsemius
2009-Jun-05 22:06 UTC
[R] Dependency modeling - "chi-plot" and "kendall-plot"
At least for chi-plot: http://lmgtfy.com/?q=genest+%20copula+r-project+%22chi-plot%22 Genest and Favre cite R in that article. Have you contacted them? On Jun 5, 2009, at 5:29 PM, Zhao Nan wrote:> Dear R users, > > I was trying to find a library for the Chi-plot and Kendall plot, > as described in the paper "Everything you always wanted to know about > Copula Modeling but you were afraid to ask", but unsuccessfully. I > was wondering if anyone have already implemented these 2 functions > in R > and could kindly help me out? > > Many thanks in advance, > > Nan-- David Winsemius, MD Heritage Laboratories West Hartford, CT