Abstract

JARAMILLO-ELORZA, M. C  and  LOZANO, J. A. Construction of Multivariate Distributions with Dependent Marginals Using Copulas in R. Ciencia en Desarrollo [online]. 2014, vol.5, n.1, pp.21-29. ISSN 0121-7488.

The copula has become a popular tool to build the multivariate models, in many fields where the multivariate dependence is of a great interest. This paper purpose is to present the copula both in their theoretical concept and its implementation in the R statistical software, and to deepen into the multivariate distributions? construction with the dependent marginal, by using the copula package's mvdc class, which allows to use the marginal in several and different types, that have been implemented already. In addition, to work with the methods for drawing the perspective and the contour representations for the distribution and the density functions.

Keywords : Copula; Copula package; Multivariate Analysis; R Software.

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