R help - Jun 2013 - how to run copula-based quantile regression

Hi,

I want to run a quantile regression (Y=a+bX+e) using normal and t copula for
my dissertation.

I 've read the documentation of "copula" and "copBasic".
However, I still
have difficulty to deal with my data.

Details are as following:

I've already loaded xls data into r using "XLConnect" package.
 excel.file<-file.path("Q:/dailyvstoxx.xls")
 dailyvstoxx<-readWorksheetFromFile(excel.file, sheet=1)

Then, I've loaded "copBasic"package.

According to the example 'qua.regressCOP'  in the documentation
"copBasic":

theta <- 10
R <- qua.regressCOP(cop=PLACKETTcop, para=c(theta))

 I have two questions:

1) how to solve out the 'theta' of my data

2)I want to use normal copula, so I try:

R<- qua.regressCOP(cop=NORMALcop, para=c(theta))

However, I get:

Error in derCOP(cop = cop, u = u, v = x, delu = delu, para = para, ...) : 
  object 'NORMALcop' not found

I wonder what is the code for normal copula and t copula in copBasic.

I am looking forward to your reply.

Yours,

Tong












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