cipolla's algorithm cipolla's algorithm explained - Search Videos

Copulas 5.3 - using R to evaluate and simulate copulas

YouTubePaul Sweeting

Copulas 5.3 - using R to evaluate and simulate copulas

This video builds on copulas 5.1 and 5.2. First, it shows how to evaluate a copula with known parameters; then it goes on to show how to simulate observations joined by a copula, and to combine the results with marginal distributions.

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