Hello, Hela wrote : My problem in a few words is as folow: I used the fCopulae packages because i have 2 series which are already transformed in the uniform domain (the space of the copulas functions) and i estimated with type archmList() from 1 to 22, but i don't know their names:for exemple the type=4 is the Gumbel Copula...and for the others i can't have any idea about how can i find teir names explicitly? Please can you help me in this point? Thank you. Very Best Regards, Adnen CHOCKRI [[alternative HTML version deleted]]
My problem in a few words is as folow: I used the fCopulae packages because i have 2 series which are already transformed in the uniform domain (the space of the copulas functions) and i estimated with type archmList() from 1 to 22, but i don't know their names:for exemple the type=4 is the Gumbel Copula...and for the others i can't have any idea about how can i find their names explicitly? Please can you help me in this point? Thank you. __________________________________________________ [[alternative HTML version deleted]]
>>>> "CA" == "chockri adnen" <adnen.chockri at gmail.com> >>>> on Wed, 30 Apr 2008 13:34:42 +0200CA> My problem in a few words is as folow: CA> I used the fCopulae packages because i have 2 series which CA> are already CA> transformed in the uniform domain (the space of the copulas CA> functions) and i CA> estimated with type archmList() from 1 to 22, but i don't CA> know their CA> names:for exemple the type=4 is the Gumbel Copula...and for CA> the others i CA> can't have any idea about how can i find teir names CA> explicitly? CA> Please can you help me in this point? CA> Thank you. the numbers archmList() corresponds to the copula numbers as defined in "An Introduction to Copulas" by RB Nelson. I will add the reference in the help page of archmList. hope this helps, Yohan -- PhD student Swiss Federal Institute of Technology Zurich www.ethz.ch www.rmetrics.org NOTE: Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm June 29th - July 3rd Meielisalp, Lake Thune, Switzerland