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2018 Apr 21
2
Error : 'start' contains NA values when fitting frank copula
Hello!
I am trying to fit a copula to some data in R and I get the error mentioned
above. This is the code for a reproducible example -
library(copula)
data = matrix(data=runif(600),nrow=200,ncol=3)
data[,2] = 2*data[,1]
data[,3] = 3*data[,1]
fr_cop = frankCopula(dim=3)
fit_fr_cop = fitCopula(fr_cop,pobs(data),method = "mpl") #Error Here
The error says : Error in fitCopula.ml(copula, u = data, method = method,
start = start, : 'start' contains NA values
What could be going wrong?
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2018 Apr 21
0
Error : 'start' contains NA values when fitting frank copula
...le example -
(not really reproducible: You did not set the random seed, so
the data is different every time;
OTOH, yes, the following always gives an error)
> library(copula)
Slightly clearer showing what you are doing:
x <- runif(200)
data <- cbind(x, 2*x, 3*x)
> fr_cop = frankCopula(dim=3)
> fit_fr_cop = fitCopula(fr_cop, pobs(data), method = "mpl") #Error Here
> The error says : Error in fitCopula.ml(copula, u = data, method = method,
> start = start, : 'start' contains NA values
> What could be going wrong?
Is th...