Charles Thuo
2014-Mar-07 07:41 UTC
[R] fitting the lognormal and negative binomial into a gumble copula
# I define a bivariate copula composed of 2 marginals each with 2 parameters gmb<-gumbelCopula(4,dim=2) # Idefine the bivariate CDF specifying the already fitted parameters from the log normal and negative binomial myCDF<-mvdc(gmb,margins=c("lnorm","nbinom"),paramMargins=list(list(meanlog=11.69,sdlog=0.7781),list(mu=16,prob=0.257))) # Instead of supplying the risk data i try to simulate and get an error. How can i resolve the error. x <- rMvdc(myCDF,1000) Error in rMvdc(myCDF, 1000) : trying to get slot "copula" from an object of a basic class ("numeric") with no slots # I also try to simulate the risk data as a matrix y<- cbind(rlnorm(1000,11.69,0.7781),rnbinom(1000,mu=16,size=2.6)) #I attempt to fit the parameters of the copula starting with the parameters meanlog=12,sdlog=2 for the log normal and mu=16, prob=0.3 for the negative binomial. I get an error how can i resolve this Fitted<-fitMvdc(y, myCDF, c(3,9,1,1)) Error in fitMvdc(y, myCDF, c(3, 9, 1, 1)) : The lengths of 'start' and mvdc parameters do not match. With Kind Regards, Charles Chief Risk Officer Directline Assurance Co. Ltd(Kenya) [[alternative HTML version deleted]]