fit.AC {QRMlib} | R Documentation |
Fit an Archimedean copula via maximum likelihood
fit.AC(Udata, name = "clayton")
Udata |
matrix of copula data consisting of n rows of d-dimensional vector observations |
name |
name of copula, e.g. "clayton" or "gumbel" |
see documentation of dcopula.AC for information on extending. This function can be used in place of the older function fit.Archcopula2d().
list containing parameter estimate, standard error, value of log-likelihood at maximum and convergence flag