search for: loglikcopula

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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....