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Copula goodness-of-fit
Hi everyone,as g.o.f test I'm trying to use Kolmogorv-Smirnov test (tests the uniformity of the created conditional variables). Here's the problem for a d-dimensional data set I have to calculate d-1 partial derivatives of the multivariate student-t copula and I don't know how to do that. Any suggestions/papers/other hints?Best regards,Martin
Copula goodness-of-fit
Hello Martin i used the software DerivativeCalculatorReal45.exe (trial for 5 days !) to calculate tne 9-partial derivative and it works nicely.Download it from here http://www.download3k.com/Install-Deriv ... al-45.html Good luck Saad