Displaying 2 results from an estimated 2 matches for "copbasic".
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2013 Jun 20
0
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'v...
2012 Oct 19
1
quantile regression using copulas
Hi all,
Has anyone used the qua.regressCOP2 function from the copBasic package???
The default copula function used in this function is plackett copula and I
wanted to use archimedean copula. Attached below is my code:
mycop<-frankCopula
V=seq(0.001,0.99,by=0.000217)
R<-qua.regressCOP2(0.25,V,cop=mycop,para=c(3.504))
And this is the error I get:
Warning message...