Displaying 4 results from an estimated 4 matches for "dmvdc".
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mvdc
2006 May 12
3
Maximum likelihood estimate of bivariate vonmises-weibulldistribution
...ject: RE: [R] Maximum likelihood estimate of bivariate
vonmises-weibulldistribution
look at the following code:
library(copula)
par(mfrow = c(2, 2))
x <- mvdc(normalCopula(sin(0.5 * pi /2)), c("norm", "norm"),
list(list(mean = 0, sd = 1), list(mean = 0, sd = 1))) contour(x, dmvdc,
xlim = c(-2.7, 2.7), ylim = c(-2.7, 2.7))
x <- mvdc(frankCopula(5.736276), c("norm", "norm"), list(list(mean = 0,
sd = 1), list(mean = 0, sd = 1))) contour(x, dmvdc, xlim = c(-2.7, 2.7),
ylim = c(-2.7, 2.7))
x <- mvdc(gumbelCopula(2), c("norm", "norm"...
2013 Apr 21
1
Using copulas with user-defined marginal functions
...c(copula = ellipCopula("normal", param = c(rho12, rho13,
rho23),dim = 3, dispstr = "un"),
margins = c("tobit", "tobit", "tobit"),
paramMargins = list(list(beta=beta1,sigma=s1),
list(beta=beta2,sigma=s2), list(beta=beta3,sigma=s3)))
mydmvdc <- dMvdc(y, myMvdc)
Error in eval(expr, envir, enclos) : could not find function "ptobit"
Thanks in advance,
Elisa.
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2007 Jul 16
3
R and Copula
hi,
first I want to say that I'm new here, and new with copula and R.
That is the reason why I'm writing, if somebody can help me.
I have to make an example of Copula.
On internet I've found this forum and that copula can calculate with R.
Can somebody help me with the thing how can I start and where can read about
these stuffs.
Thank to all who can help!
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2011 Jun 01
0
problems with copula
...myCop.norm <- ellipCopula(family = "normal", dim = 3, param = 0.4)
> myMvd <- mvdc(copula = myCop.norm, margins = c("norm", "norm","norm"),
> paramMargins = list(list(mean = 0, sd = 2), list(mean = 0, sd =
> 1),list(mean=0,sd=2)))
persp(myMvd, dmvdc, xlim = c(-4, 4), ylim=c(-4, 4),main="Normal copula")
I obtain the following message of error :
"Error in eval index out of bound"
Help me!!!! thanks
http://r.789695.n4.nabble.com/file/n3566629/Cattura.jpg
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