>>>>> Janmaat, John <John.Janmaat at ubc.ca>
>>>>> on Tue, 1 Mar 2016 04:53:43 +0000 writes:
> Well, seem to have solved own problem.
> The article "Enjoy the joy of copulas: with a package copula"
has a nice appendix that describes precisely how to set up what I am looking
for. The only minor issue is that some of the functions have been deprecated.
> So, if anyone is curious, here is the article info (in BibTeX):
> @Article{YanJ_2007_CopulasR,
> title={Enjoy the joy of copulas: with a package copula},
> author={Yan, Jun and others},
> journal={Journal of Statistical Software},
> volume={21},
> number={4},
> pages={1--21},
> year={2007}
> }
Thank you. As that Journal is a free open access journal, the url may be
even more useful:
https://www.jstatsoft.org/index.php/jss/article/view/v021i04/v21i04.pdf
and (as current maintainer of the 'copula' package)
may I ask you how exactly you solved it (R code) and
why you could not easily replace the calls to the deprecated
functions (e.g. 'dcopula') by calls to their substitutes ?
But indeed, I'm impressed by Jun Yan who had already added such
example code to the appendix of that paper relatively long ago.
I think it would make sense to add a version of that appendix
as (Rmd) vignette to our copula package.
Martin
> John.
> ----------
> Dr. John Janmaat
> Economics (Unit 8), IK Barber School of Arts and Sciences
> The University of British Columbia
> 3333 University Way, Kelowna, BC
> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of
Janmaat, John
> Sent: February-29-16 2:55 PM
> To: 'r-help at r-project.org'
> Subject: [R] Copula Regression
> Hello,
> I'm trying to figure out how to run copula regressions in R. I see
a couple of packages that do specific versions, but I am hoping to be a bit more
flexible.
> My specific problem involves two ordered regressions (four levels each)
that may be correlated. Is there a package out there that can do copula
regressions with arbitrary marginals? Alternatively, is there a way to trick
functions like GLM into returning observation specific CDF values given a guess
for the parameters?
> I would prefer to avoid coding this up, as I expect the more tested
code I can use, the less likelihood for my own errors to mess up the results.
> Thanks,
> John.
> ----------
> Dr. John Janmaat
> Economics (Unit 8), IK Barber School of Arts and Sciences The
University of British Columbia
> 3333 University Way, Kelowna, BC
> [[alternative HTML version deleted]]
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.