0
$\begingroup$

For the copula R package, the function Mvdc allows the margins to be user-defined.

mvdc(copula, margins, paramMargins, marginsIdentical = FALSE,
     check = TRUE, fixupNames = TRUE)

A user-defined distribution, for example, fancy, can be used as margin provided that dfancy, pfancy, and qfancy are available according to the R documentation https://rdrr.io/rforge/copula/man/Mvdc.html

How do I specify the user-defined distribution using R syntax? I understand the fitdist might be able to help, but I am unsure of how to write the code required.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.