安装Patton_copula_toolbox
Clayton's copula:
lower = 0.0001;
theta0 = 1;
[ kappa2 LL2] = fmincon('claytonCL',theta0,[],[],[],[],lower,[],[],options,[u,v]);
Rotated Clayton copula (with tail dep in upper tail instead of lower):
lower = 0.0001;
theta0 = 1;
[ kappa3 LL3] = fmincon('claytonCL',theta0,[],[],[],[],lower,[],[],options,1-[u,v]);