Party Bag Goodies
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We hope you find the tools available below of interest. However, none of the tools below come with any warranty and you use them at your own risk.
...glad that bit is over!
Have a look at these useful Links where there are some really useful and interesting papers.
The multiple-choice answers are: b, b, b, a, c, d, b.
If you have any comments on the Thursday, 16 November 2006 event or on the material provided here, then please visit the discussion page.
Here is a paper from The Smith Insitute relating to David's slides, well worth a read.
James' slides are here, introducing the presenters and giving a "warm-up" example of causal dependency modelling.
Robert's slides are here, describing the Smith Institute. (note this file is over 3MB so will take a while to load)
Trevor's slides are here, introducing you to copulas and Sklar's theorem. Note the copius notes as well as slides....
Andreas' slides are here, providing both practical and technical tips on how you would go about parameterising a copula.
David's slides are here, discussing the parameterisation challenge, based on simulated multivariate data.
Copula simulation spreadsheets Example of Clayton's Copula and Example of Gumbel Copula
Here is the r code to carry out a rank matching approach as described in Trevor's slides.
R code that produced these graphs, introduces the "persp" and "contour" functions, and also matrices and various multi variate distribution packages in R. Note you'll need to install a couple of packages first (as shown by the term "require" in the code)
R code to produce this graph. Not that exciting we admit, but introduces the plot function and how to set colours.
The copulas package in R is fantastic; here are some interesting views produced with this produced by Markus Gesmann. R code.
If you are interested in R generally then see these sites:
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