search for: fcopula

Hello, Hela wrote : My problem in a few words is as folow: I used the fCopulae packages because i have 2 series which are already transformed in the uniform domain (the space of the copulas functions) and i estimated with type archmList() from 1 to 22, but i don't know their names:for exemple the type=4 is the Gumbel Copula...and for the others i can't have any idea...

Hello, I'm running version R x64 v2.12.2 on a 64bit windows 7 PC. I have two data vectors, x and y, and try to run archmCopulaFit. Most of the copulas produce errors. Can you tell me what the errors mean and if possible, how I can set archmCopulaFit options to make them run? I see in the documentation that there are "arguments passed to the optimization function in use,

Dear All,   wondering if someine can access the link to the randsamp code referenced in the R-help archive here: http://www.mail-archive.com/r-help@stat.math.ethz.ch/msg75645.html ? I have tried but for whatever reason I can not get trough. My problem seems to be similar to what the author originally described there, so having access to it would be great. Else, if you have any thougths on sampling

Hi,   I use fCopulae package to draw different graphs of univariate and bivariate skew t.  But the plots titles overlap.  I tried using cex.main, font.main to adjust the size but they still overlaps.  Here is my code: par(mfrow = c(3, 1)) mu = 0 Omega = 1 alpha1 = 0 alpha2 = 1.5 alpha3 = 2 alpha4 = 0.5 Z1 = matrix(dmv...

...emos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. Loading required package: MASS Loading required package: timeDate Loading required package: timeSeries Loading required package: fBasics Loading required package: fCopulae Loading required package: sn Loading required package: mnormt Package 'sn', 0.4-4 (2007-10-08). Type 'help(SN)' for summary information Loading required package: adapt Loading required package: fAssets Loading required package: robustbase Attaching package: 'fAssets'...

HI Every one Could some one provide me definitions of following bivariate distributions gamma, exponencial, Weibull, half-normal , Rayleigh, Erlang,chi-square thanks A.S. Qureshi

...chargement a n?cessit? le package : MASS > Le chargement a n?cessit? le package : robustbase > Le chargement a n?cessit? le package : timeDate > Le chargement a n?cessit? le package : timeSeries > Le chargement a n?cessit? le package : fBasics > Le chargement a n?cessit? le package : fCopulae > Le chargement a n?cessit? le package : adapt > Error in importIntoEnv(impenv, impnames, ns, impvars) : > les objets '?plot?, ?lines?, ?points?' ne sont pas export?s par 'namespace:timeSeries' > Erreur : le chargement du package / espace de noms a ?chou? pour 'f...

Can anyone advise me on some pratical papers or books On Gaussian Copulas? Anything in the genre of Copulas Dummies Would be a help. As simpe, and approachable with minimal pedantic style. Thanks, Neil -------------------------------------------------------- This information is being sent at the recipient's reques...{{dropped:16}}

Hi, I conduct a panel data estimation and obtain estimators for two of the coefficients beta1 and beta2. R tells me the mean and covariance of the distribution of (beta1, beta2). Now I would like to find the distribution of the quotient beta1/beta2, and one way to do it is to simulate via the joint distribution (beta1, beta2), where both beta1 and beta2 follow t distribution. How could we

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...R-AER GPL (>= 2) R-car GPL-2 R-chron GPL (>= 2) R-coda GPL (>= 2) R-deldir GPL (>= 2) R-Design GPL-2 R-digest GPL-2 R-dynlm GPL-2 R-e1071 GPL (>= 2) R-fAssets GPL (>= 2) R-fBasics GPL (>= 2) R-fCalendar GPL (>= 2) R-fCopulae GPL (>= 2) R-fEcofin GPL (>= 2) R-fExtremes GPL (>= 2) R-fGarch GPL-2 R-Formula GPL (>= 2) R-fPortfolio GPL (>= 2) R-fSeries GPL (>= 2) R-fTrading GPL (>= 2) R-fUtilities GPL-2 R-gam GPL-2 R-gdata GPL (>= 2) R-geoR GP...

I'm in the process of converting some S3 methods to S4 methods. I have this function : setGeneric("enrichmentCalc", function(rs, organism, seqLen, ...){standardGeneric("enrichmentCalc")}) setMethod("enrichmentCalc", c("GenomeDataList", "BSgenome"), function(rs, organism, seqLen, ...) { ... ... ... })

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