Hello R-Team,
I am trying to construct a Copula from a multivariate Gamma distribution with
its marginals gamma-distributed.
The multivariate Gamma should be able to contain a correlation coeficient or
matrix.
I have studied the book "Continuous Multivariate Distributions vol.I Models
and applications" by Johnson & Kotz & Balakrishnan
but what I constructed doesn't really look like a Copula.
So my question is: Can such a Copula exist? And if yes, are ther R-packages
which could help?
Yours truly
Peter
