What are the steps and functions to be followed to fit copula to a dataset. How to determine the best fit copula for the dataset? Brief the steps in detail.

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Payel
Payel 2023-8-8
回答： Steven Lord 2023-8-8
What are the steps and functions to be followed to fit copula to a dataset? How to determine the best fit copula for the dataset? Brief the steps in detail.

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Steven Lord
Steven Lord 2023-8-8
See the copulafit function in Statistics and Machine Learning Toolbox. The documentation page has an example you may be able to adapt to fit (pun not intended) your needs.

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