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> 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 i
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.
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