Makes a Probability Density Estimate (from a sample)

Given a sample (from some probability distribution) this function makes a Copula fit to the source distribution using the VineCopula package.

Usage

fitCopula(X)

Arguments

X

sample that characterizes the traget distribution (rows)

Value

as list: vineCop, U, Z, and Y where U are marginal probability samples, Z are cummulative density values for U, and Y are the probability density values of U.