Dear all,
I want to run a nomal copula based quantile regression with XLS data.
I've worked out how to load xls data in r.
the regression fumula is simply: y= a+bx+e and the quantile curve is
<http://r.789695.n4.nabble.com/file/n4670779/%E6%97%A0%E6%A0%87%E9%A2%98.png>
I use:
> excel.file<-file.path("D:/dailyvix.xls")
> dailyvix<-readWorksheetFromFile(excel.file, sheet=1)
> names(dailyvix)
[1] "y" "x"> fit1<-nlrq(y~qnorm(pnorm(mu*qnorm(pnorm(x))+sqrt(1-mu*mu)*qnorm(tau))),
> tau=0.5, data=dailyvix)
However, I get
Error in getInitial.default(func, data, mCall = as.list(match.call(func, :
no 'getInitial' method found for "function" objects
I am a greenhand. I don't know how to deal with such error.
I really need help
Looking forward to any reply
Yours,
Tong
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