[R] tCopula package question

Jun Yan
Wed, 07 Feb 2007 18:17:15 -0000

That may indicate lack of fit. If the data is generated from the
t-copula, this worked for me:

set.seed(123)
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

On 2/7/07, aat <adam_6242 at yahoo.com> wrote:
>
> 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)
> --
> View this message in context:
http://www.nabble.com/tCopula-package-question-tf3188503.html#a8850378
> Sent from the R help mailing list archive at Nabble.com.
>
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--
Jun Yan
Assistant Professor
Department of Statistics and
 Actuarial Science                             Voice: 319-335-0824
University of Iowa                               Fax: 319-335-3017
219 Schaeffer Hall                          Email: j-yan at uiowa.edu
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