Displaying 5 results from an estimated 5 matches for "frankcopula".
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
...e -
(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 this a homework...
2017 Aug 06
1
Help with optim function in R, please?
...e to take the new values of the parameter (from M-step) and plug it in the weight, to get a new value of the weight. Then, iterate till converges.
I tried the following code, but it does not work.
library(copula)
library(VineCopula)
## to generate the data
set.seed(123)
cp <- mixCopula(list(frankCopula(4),claytonCopula(2)))
cop <- rCopula(100,cp)
x <- pobs(cop) ## this is the data
## my function including optim function
myfunc <- function(data,copula=list(frankCopula(4,dim=2), claytonCopula(0.5,dim=2)),maxit=200){
?
??# copula[[1]]@parameters <- par[1]
? # copula[[2]]@parameters <...
2012 Oct 19
1
quantile regression using copulas
Hi all,
Has anyone used the qua.regressCOP2 function from the copBasic package???
The default copula function used in this function is plackett copula and I
wanted to use archimedean copula. Attached below is my code:
mycop<-frankCopula
V=seq(0.001,0.99,by=0.000217)
R<-qua.regressCOP2(0.25,V,cop=mycop,para=c(3.504))
And this is the error I get:
Warning messages:
1: In qua.regressCOP2(0.25, V, cop = mycop, para = c(3.504)) :
could not uniroot in derCOPinv2, skipping sample for i=4558 having
V=0.989869
2: In qua.regressCOP2(0....
2006 May 12
3
Maximum likelihood estimate of bivariate vonmises-weibulldistribution
...-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"), list(list(mean = 0, sd =
1), list(mean = 0, sd = 1))) contour(x,...