Displaying 1 result from an estimated 1 matches for "loglikcopula".
2007 Jan 18
0
fitCopula method in R
...at2 is a 2x119 matrix of the two
stock returns):
my.cop <- normalCopula(param=.3, dim = 2, dispstr = "un")
myfit <- fitCopula(mat2,my.cop, start=.65, optim.control= list(NULL), method =
"BFGS")
myfit
Unfortunately, I continue to receive this error:
Error in optim(start, loglikCopula, method = method, copula = copula, :
initial value in 'vmmin' is not finite
In addition: Warning message:
NaNs produced in: qnorm(p, mean, sd, lower.tail, log.p)
I don't know why my start value is wrong or how to choose a correct one. Any
help is greatly appreicated. Thanks....