R help - Nov 2004 - R: simulation of Gumbel copulas

Hi,

I found this document, but it concerns S+. If it could
interest you'll see:

http://faculty.washington.edu/ezivot/book/QuanCopula.pdf

Cordially
Vito




You wrote:

Dear R:

Is there a function or a reference to simulate Gumbel
copulas, please?

Thanks in advance!

Sincerely,
Erin Hodgess
mailto: hodgess at gator.uhd.edu
R version 2.0.1 windows

====Diventare costruttori di soluzioni
Became solutions' constructors

"The business of the statistician is to catalyze 
the scientific learning process."  
George E. P. Box


Visitate il portale http://www.modugno.it/
e in particolare la sezione su Palese  http://www.modugno.it/archivio/palese/

I'm sorry for another posting, but I found also this
message in S news:

http://www.biostat.wustl.edu/archives/html/s-news/2000-01/msg00058.html

Bye 
Vito

you wrote:

Dear R:

Is there a function or a reference to simulate Gumbel
copulas, please?

Thanks in advance!

====Diventare costruttori di soluzioni
Became solutions' constructors

"The business of the statistician is to catalyze 
the scientific learning process."  
George E. P. Box


Visitate il portale http://www.modugno.it/
e in particolare la sezione su Palese  http://www.modugno.it/archivio/palese/