search for: gumhac_var_pl_w250_n1000_s2500

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2011 Sep 18
2
calculating VAR of a (Gumbel) copula
Hello, I am a new user of R (2.13.1), my operational system is Windows Vista. I have a problem with the attached file SFEVaRHAC.r, calculating the VAR of a Gumbel copula, based on the attached GumHAC_VaR_PL_w250_n1000_s2500.txt 1. I had a Error in file(file, "rt") : cannot open the connection message. I solved it by reading a post in nabble to use setwd(choose.dir()) and read.table(file.choose()) and point the location of each file directly. 2. However, there is some other error - as I run the code now I...