/CVX

Copula View and Explore: Allows one to visualize the effect of various copula models

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CVX: Copula View and Explore

The goal of this package is to provide somewhat of a more visual introduction to the world of copulas.

An n-dimensional joint random variable distribution is determined by (n + 1) probability models. First, you need to know the n individual marginal distributions, one for each component of the model. That tells you exactly how each random variable behaves in isolation from the others.

The (n+1)'th probability model needed is called the copula of the joint distribution.

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