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fitcopula
2017 Aug 06
1
Help with optim function in R, please?
...en, I would like 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]...