Displaying 13 results from an estimated 13 matches for "fcopulae".
2008 Apr 30
2
fCopulae
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 a...
2011 May 06
1
understanding error messages in archmCopulaFit in fCopulae
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,
2013 Apr 01
1
lognormal sampleing using covariance matrix
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
2009 Nov 24
1
Titles in plots overlap
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(dmvs...
2009 Aug 25
1
R command line behaving funny
...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'...
2009 Jan 04
1
Bivarite Weibull Distribution
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
2009 Nov 17
0
Problem loading fAssets.
...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 'fA...
2007 Dec 12
2
Need good Reference Material and Reading about Gaussian Copulas
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}}
2013 Apr 03
3
Generating a bivariate joint t distribution in R
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
2009 Mar 16
0
[OT] Debian now has a new section 'gnu-r'
...r-cran-codetools gnu-r
r-cran-combinat gnu-r
r-cran-date gnu-r
r-cran-dbi gnu-r
r-cran-design gnu-r
r-cran-eco gnu-r
r-cran-effects gnu-r
r-cran-farma gnu-r
r-cran-fasianoptions gnu-r
r-cran-fassets gnu-r
r-cran-fbasics gnu-r
r-cran-fbonds gnu-r
r-cran-fcalendar gnu-r
r-cran-fcopulae gnu-r
r-cran-fecofin gnu-r
r-cran-fexoticoptions gnu-r
r-cran-fextremes gnu-r
r-cran-fgarch gnu-r
r-cran-fimport gnu-r
r-cran-fmultivar gnu-r
r-cran-fnonlinear gnu-r
r-cran-foptions gnu-r
r-cran-foreign gnu-r
r-cran-fportfolio gnu-r
r-cran-fregression gnu-r
r-cran-fseries gnu-r...
2009 Jun 10
0
License quandry in the Fedora sub-space of all R packages
...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
GPL...
2010 Aug 25
1
Documenting S4 Methods
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, ...) {
... ... ...
})
2009 Aug 24
6
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