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..., tCopula, optim.control = list(NULL), method = "BFGS") Anybody also using it, successfully or unsuccessfully? I'd appreciate a tip or two. Casey Quinn Centre for Health Economics University of York York YO10 5DD England Phone: +44 01904 32 1411 Fax: +44 01904 32 1402 Email: cq1 at york.ac.uk Web: http://www.york.ac.uk/inst/che/staff/quinn.htm

I'm trying to estimate/fit a multivariate t distribution, setting the skew/shape parameter vector Alpha[8,1] to 1, but to no avail. The 'freq' option seems only to be for and n x 1 vector of weights, while I need one for each of 8 margins in the distribution. None of the options from the nlminb optimiser into which the problem is passed seem to work, either. Has anybody had