I want to make Copula analysis for 3 variables to understand the dependency. I applied following code to obtain $c_{1,2}$ and $c_{1,3}$
library(VineCopula)
u <- pobs(as.matrix(cbind(var1,var2)))[,1]
v <- pobs(as.matrix(cbind(var1,var2)))[,2]
selectedCopula_1 <- BiCopSelect(u,v,familyset=NA)
selectedCopula_1
k <- pobs(as.matrix(cbind(var1,var3)))[,1]
l <- pobs(as.matrix(cbind(var1,var3)))[,2]
selectedCopula_2 <- BiCopSelect(u,v,familyset=NA)
The results showed that these variables have t and Frank copula families respectively. If I understand correctly I need to obtain the family of ${2,3|1}$. Then I need to use that information to understand f(var1,var2,var3).
To be honest I am very new to this field and did not know how to understand it. Do you have any recommendation?
