Displaying 1 result from an estimated 1 matches for "2x119".
Did you mean:
0x119
2007 Jan 18
0
fitCopula method in R
--
Hello,
I am attempting to fit monthly stock returns to possible copula functions using
the copula package in R. Below is my code (mat2 is a 2x119 matrix of the two
stock returns):
my.cop <- normalCopula(param=.3, dim = 2, dispstr = "un")
myfit <- fitCopula(mat2,my.cop, start=.65, optim.control= list(NULL), method =
"BFGS")
myfit
Unfortunately, I continue to receive this error:
Error in optim(start, loglikCopula,...