>>>>> <er...@rice.edu>
>>>>> on Wed, 16 May 2012 12:39:44 -0500 writes:
> I need to fit a t copula with fixed degree of freedom
> let's say 4. I do not want to estimate the dof together
> with correlation matrix optimally. Instead fix the dof to
> 4 and only estimate the correlation matrix in the
> optimization routine. Is anyone aware of such estimation
> method in R.
> The packages and functions that I know of can't do this
> estimation. I searched online but couldn't find
> anything. I will appreciate any help/comments.
I searched wrongly.
The copula package has been able to do that for a very long
time. --> fitCopula()
Martin Maechler,
ETH Zurich
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