search for: dcopula

Displaying 4 results from an estimated 4 matches for "dcopula".

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2017 Aug 06
1
Help with optim function in R, please?
...Copula(4,dim=2), claytonCopula(0.5,dim=2)),maxit=200){ ? ??# copula[[1]]@parameters <- par[1] ? # copula[[2]]@parameters <- par[2] ? optim_1 <- function(par, data.=data, copula.=copula){ ??? copula[[1]]@parameters <- par[1] ??? copula[[2]]@parameters <- par[2] ??? tau_1 <- par[3]*dCopula(data,copula[[1]],log = F) ??? tau_2 <- par[4]*dCopula(data,copula[[2]],log=F) ??? Tau_1 <- tau_1 / sum(tau_1 + tau_2) ??? Tau_2 <- tau_2 / sum(tau_1 + tau_2) ??? up_pi1 <- sum(Tau_1)/ 100 ??? up_pi2 <- sum(Tau_2) / 100 ??? # Tau <- c(Tau_1, Tau_2) ??? ll <- (-sum(Tau_1*dCopula(...
2010 Mar 13
2
dmvnorm masked by emdbook
...a gaussian copula density function generated via the copula package. Unfortunately, it appears that emdbook masks dmvnorm from the package mvtnorm in a way that prohibits copula from generating the gaussian copula. (Sounds very confusing!) For example, > library(copula) > f<-function(x,y) dcopula(normalCopula(0),c(x,y)) > library(emdbook) > curve3d(f) Error in dmvnorm(x, sigma = sigma) : unused argument(s) (sigma = sigma) Is there no way for me to use those two libraries together? Thanks, Dan [[alternative HTML version deleted]]
2006 Oct 13
1
Copula in R 2.4.0
Dear R helper, does anyone have an idea on why R.2.4.0 draws the surface for the two command lines below and the next time it renders the error message below for exactly the same command lines: > norm.cop <- normalCopula(0.5) > persp(norm.cop, dcopula) Error in ceiling(length.out) : Non-numeric argument to mathematical function. I will appreciate any help from anyone thanks, Dominique K.
2006 Oct 10
2
copula
Dear R-helper, Is there any thing that I am doing wrong in the following codes: > norm.cop <- normalCopula(0.5) > persp(norm.cop, dcopula) The last command produces what follows Error in persp(x, y, z, xlim, ylim, zlim, theta, phi, r, d, scale, expand, : invalid 'x' argument In addition: Warning messages: 1: no non-missing arguments to min; returning Inf 2: no non-missing arguments to max; returning -Inf 3: no no...