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Analyses/models where there is more than one response (dependent) variable. Commonly confused with "multiple" or "multivariable" analysis, which has more than one predictor (independent) variable.

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633 views

Copula for multivariate distributions

Does anyone know how to join two multivariate distributions using copulas in r. For example let $X=f(x_1,x_2, \ldots,x_n)$, $Y=f(y_1,y_2,\ldots,y_n)$ I need to find a copula for joining $X$ and $Y$ …
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