# Where can I find implementations of the time-varying copula (BBX) in Matlab or R?

I want to construct some time-varying BBX copulas, however, I found that patron's package does not contain time-varying BBX copula.

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DCC Copulas for Matlab here, though when I used this it was not set up how I would prefer. mathworks.com/matlabcentral/fileexchange/… –  John May 7 '14 at 17:04
Thank you very much! I also downloaded this code, but it only contains time-varying SJC and Clayton copulas. I also want to find time-varying BB1,BB2 or BB7 copulas. Do you know where I can find them? Thanks again. –  eric May 7 '14 at 17:09
I'm not familiar with the BB terminology. You might have to just write your own. –  John May 7 '14 at 17:13
Yes, I am trying to do so, but I am still facing one problem: Patton defined the equation for time-varying gumbel copula,which characterized the variation of its parameter. But I want to character the variation of its upper tail dependence coefficient just like time-varying SJC copula. How do you think about this idea? Thanks! –  eric May 7 '14 at 17:18
Haven't done any time-varying copula modeling in a while. Maybe post a separate question. –  John May 7 '14 at 17:24