i am doing a project of measuring dependence structure among some variables. Copula is a choice. I found there are two toolboxes of copula available and already made some experiments. The 2 toolboxes use the same methodology of copula, but a bit different. For example, we can find standard error estimates in one toolbox, but not in the other. Besides, i want to add some better measure in one toolbox to the other tool box to have the best measurement.
I would like to incorporate some superior characteristics from one toolbox with another one's to fit my data set and objectives. I think the job would be around these two toolboxes. If you are interested, i will send you the two toolboxes
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Hi, I did three projects regarding Copula, including Bayesian version and application of Copula to drought data. Advanced coding is done in R. Look forward to working with you.