search for: gofcopula

...tern of my data with 0.785 pearson correlation between variable 1-2, 0.283 correlation between 1-3 and 0.613 is the correlation between variable 2-3. In given command degree of freedom (dof) is fixed, which i'm varying from df = 2,...,6 & checking corresponding p-value of the estimate using gofCopula such as, gofCopula(t.cop,x,500) for 500 iterations; where x is my observed data vector. I'm n't converting my data to random pair, as I assumed that gofCopula will convert the data vector to pseudo-random vector. But in every run the value of cramer von-mises is changing but p-value is ke...

Hello all, I used the following script to generate a plot, but when I try to place axes, the axes start at the end of my plot and continue off the plot; the attached image shows what happens when I try to generate axes. library(fields) as.matrix(read.table("Matrix.txt", sep="\t"))->x #the matrix is a square matrix measuring 104x104; it was too large to attach #on left:

...13) is the correlation pattern of my data with 0.785 pearson correlation between variable 1-2, 0.283 correlation between 1-3 and 0.613 is the correlation between variable 2-3. In given command degree of freedom (dof) is fixed at 6 and i'm checking p-value of the estimate using gof copula using gofCopula(t.cop,x,500) for 500 iterations, where x is my data vector. I'm checking p-values of my each run by varying dofs from 2,3,...,6. But in every run the value of cramer von-mises is changing but p-value is keeping constant as 0.000998004, showing its a quite poor fit to data. Am i going wrong any...

...I'm now working on Archimedean copulas and try to test the goodness of fit. Which packages I should use? I have Clayton copula with parameter (5.35) and Frank (19.5). I found this build function wrote by Yan and Ivan via R Packages, but I'm not sure the matrix for x? Please advice. e.g gofCopula(claytonCopula(1),x) Thank you Regards, Fayyad [[alternative HTML version deleted]]

http://r.789695.n4.nabble.com/file/n4630788/GOF_CGIK.R GOF_CGIK.R http://r.789695.n4.nabble.com/file/n4630788/RESIDSNEWr.csv RESIDSNEWr.csv In order to save place, I attach the data and the R code, for which I have 2 questions. 1/ I cannot convert successfully the data frames with names "first" and "second" in numeric format. They participate here: