Is anybody using the Copula package in R? The particular problem I'm facing is that R is not acknowledging the fitCopula command/function when I load the package and (try to) run something very simple: fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, optim.control = list(NULL), method = "BFGS") Anybody also using it, successfully or unsuccessfully? I'd appreciate a tip or two. Casey Quinn Centre for Health Economics University of York York YO10 5DD England Phone: +44 01904 32 1411 Fax: +44 01904 32 1402 Email: cq1 at york.ac.uk Web: http://www.york.ac.uk/inst/che/staff/quinn.htm
What is the error message that you get? -roger Casey Quinn wrote:> Is anybody using the Copula package in R? The particular problem I'm > facing is that R is not acknowledging the fitCopula command/function > when I load the package and (try to) run something very simple: > > fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, > optim.control = list(NULL), method = "BFGS") > > Anybody also using it, successfully or unsuccessfully? I'd appreciate a > tip or two. > > Casey Quinn > Centre for Health Economics > University of York > York YO10 5DD > England > > Phone: +44 01904 32 1411 > Fax: +44 01904 32 1402 > Email: cq1 at york.ac.uk > Web: http://www.york.ac.uk/inst/che/staff/quinn.htm > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >-- Roger D. Peng | http://www.biostat.jhsph.edu/~rpeng/
Here is an example that works:> mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5) > x <- rcopula(mycop, 1000) > myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1),method="Nelder-Mead")> myfitThe ML estimation is based on 1000 observations. Estimate Std. Error z value Pr(>|z|) rho.1 0.4989052 0.01192036 41.85320 0 df 5.2976624 0.32442429 16.32943 0 The maximized loglikelihood is 2038.907 The convergence code is 0 On 4/24/06, Casey Quinn <cq1@york.ac.uk> wrote:> > Is anybody using the Copula package in R? The particular problem I'm > facing is that R is not acknowledging the fitCopula command/function > when I load the package and (try to) run something very simple: > > fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, > optim.control = list(NULL), method = "BFGS") > > Anybody also using it, successfully or unsuccessfully? I'd appreciate a > tip or two. > > Casey Quinn > Centre for Health Economics > University of York > York YO10 5DD > England > > Phone: +44 01904 32 1411 > Fax: +44 01904 32 1402 > Email: cq1@york.ac.uk > Web: http://www.york.ac.uk/inst/che/staff/quinn.htm > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >[[alternative HTML version deleted]]
Thank you! The problem turned out to be network-based, of all things (in terms of reading different directories - it had nothing to do with R itself, or the package), but this solves a secondary problem I came across, as well. Casey. jun yan wrote:> Here is an example that works: > > > mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5) > > x <- rcopula(mycop, 1000) > > myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1), > method="Nelder-Mead") > > myfit > The ML estimation is based on 1000 observations. > Estimate Std. Error z value Pr(>|z|) > rho.1 0.4989052 0.01192036 41.85320 0 > df 5.2976624 0.32442429 16.32943 0 > The maximized loglikelihood is 2038.907 > The convergence code is 0 > > On 4/24/06, *Casey Quinn* <cq1 at york.ac.uk <mailto:cq1 at york.ac.uk>> wrote: > > Is anybody using the Copula package in R? The particular problem I'm > facing is that R is not acknowledging the fitCopula command/function > when I load the package and (try to) run something very simple: > > fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, > optim.control = list(NULL), method = "BFGS") > > Anybody also using it, successfully or unsuccessfully? I'd > appreciate a > tip or two. > > Casey Quinn > Centre for Health Economics > University of York > York YO10 5DD > England > > Phone: +44 01904 32 1411 > Fax: +44 01904 32 1402 > Email: cq1 at york.ac.uk <mailto:cq1 at york.ac.uk> > Web: http://www.york.ac.uk/inst/che/staff/quinn.htm > <http://www.york.ac.uk/inst/che/staff/quinn.htm> > > ______________________________________________ > R-help at stat.math.ethz.ch <mailto:R-help at stat.math.ethz.ch> mailing > list > https://stat.ethz.ch/mailman/listinfo/r-help > <https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > >