Hello all , I am trying to work on Frank Copula. Here is my artifical data set that generates correlation between x and y in R using frank copula library(VineCopula) Set the copula parameter theta ← -10 Set the marginals (marginal distributions for x and y) marginals ← c(“norm”, “norm”) Creat…

I believe it needs to handle the case when \theta < 0. You can easily vectorize this ldpf too (see below). I don’t think you want to do the scaling either. Just input u directly. mod_out <- mod$sample( data = list(N = n, x = u[, 1], y = u[, 2]), parallel_chains = 4 )…

Frank Copula

Modeling

spinkney Split this topic May 30, 2023, 6:52pm 3

A post was split to a new topic: Student t copula

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Frank Copula

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