Dear list, Does anyone have any experience on how to estimate the parameters of the specific copula in R or S+?? For example, calculate the conditional d. f. of F(x2|x1) by using the partial derivatives of the Clayton copula, C(u1|u2)=((u2^(-alpha) +u1^(-alpha) - 1 )/ u2^(-alpha) )^-1/alpha-1 Here, how tto estimate the value of alpha based on the observations on (x1, x2)??? fitCopula function?? I could not find some reference on this function.....Also does anyone have some example of fitCopula??? Appreciate for your kind help. With regards, Michael [[alternative HTML version deleted]]