Question: Gaussian Copula

Question:Gaussian Copula

MrMarc 3158 Maple

Does anyone know how to step-by-step set up a Gaussian Copula in Maple? 

I know how to simulate cross correlated random variables by using the Cholesky Decomposition but the requirement that the

correlation matrix must be positive define (all eigenvalues +) is such a pain! 

I know that copulas can easily be estimated in MATLAB but I have not seen one in Maple. Any ideas?

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