Bi-variate data fitting is done by two stochastic components: the marginal distributions and the dependency structure. The dependency structure is modeled through a copula. An algorithm was implemented considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking all copula's options (totally positive of order 2 and stochastically increasing models).
1. Put any C/C++/Fortran code in 'src' 2. If you have compiled code, add a .First.lib() function in 'R' to load the shared library 3. Edit the help file skeletons in 'man' 4. Run R CMD build to create the index files 5. Run R CMD check to check the package 6. Run R CMD build to make the package file Read "Writing R Extensions" for more information.