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 on 8 Aug 2023
Answered: Steven Lord on 8 Aug 2023
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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Answers (1)

Steven Lord
Steven Lord on 8 Aug 2023
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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