Survival Copula vs Normal copula in R

Question

Can someone tell me the actual differences between the Survival copula and Normal copula model in terms of the programming aspects in R.

Am working on a bivariate dataset and am having hard time differentiating in the code ,as well as the their behaviors, with regards to different copula classes eg Archimedean like Gumbel, Frank and Clayton. How does the two types of copula differs in their results? and how are they related as well?.

I only know of the difference that Normal copula uses Marginal distributions while survival copula uses the survival functions, but i don't know how to differentiate that more intuitively when it comes to Programming and interpretation. Any helps of document will be highly appreciated.

Answer 1

Not sure there is a good R code to deal with survival copulas

Wrt their (CDF copula and survival copula) relationships, they are described in classical paper http://thierry-roncalli.com/download/copula-survival.pdf , see formula (31) for bivariate case and formulas (38), (39) and (40) for general case