[R] How to mix copulas in R

E B
Mon, 07 Feb 2011 11:10:27 -0000

Hello,
I would like to compute a Gumbel-Clayton mix copula in R. Does anyone know
how to do it? I use the package "copula" and "fcopulae" but
I don't find any
function to mix different copulas. If anyone could give me some advices or
know how to compute a mix of copulas in R, that would be great.
Thank you.
Best,
R

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