Hi everyone
I want package based on the " dynamic mixture copula-extreme value theory ( DMC - EVT ) model". I want to know is any package is available in R regarding for the usage of above methodology. If available how I can interpretant the result based on above methodology.
Kindly suggest any book also based on related methodology based on R software.
Thanks and Regards
Shubham Kakran
Research Scholar
Lovely professional University, India
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