Visualize Copulas

August 20, 2008
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(This article was first published on Quantitative Finance Collector, and kindly contributed to R-bloggers)

In those Copula codes you can get a rough idea what copula is, how to estimate and simulate it, how to test its performance, etc., to help you visualize what on earth the copula should look like, below R code draws plots of some widely used copulas.

http://www.math.tu-berlin.de/~mkeller/index.php?target=rcode
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Read the full post at Visualize Copulas.

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