[R] tCopula package question

aat
Wed, 07 Feb 2007 17:42:56 -0000

Hello everyone,

I am having issues with the R copula package.  Just trying to run the
example I found at this site gives me an error.

When I implement this code:

mycop <- tCopula(param=0.5, dim=8, dispstr = "ex", df =5)
myfit <- fitCopula(x, mycop, c(0.6,10),
optim.control=list(trace=1),method="Nelder-Mead")
myfit

I get the following information on the search method and an error:

Error in chol(x, pivot = FALSE) : the leading minor of order 2 is not
positive definite
> myfit
Error: object "myfit" not found

Any ideas on why this is happening are appreciated. Thanks.

Adam (aat)
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