Bi-variate data fitting is done by two stochastic components: the marginal distributions and the dependency structure. The dependency structure is modeled through a copula. An algorithm was implemented considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking all copula's options (totally positive of order 2 and stochastically increasing models).
|Author||Veronica Andrea Gonzalez-Lopez <firstname.lastname@example.org>|
|Date of publication||2012-10-29 08:58:45|
|Maintainer||Veronica Andrea Gonzalez-Lopez <email@example.com>|
|Package repository||View on CRAN|
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