search for: mycop

I am using R 2.5.0 on windows XP and trying to fit copula. I see the following code works for some users, however my code crashes on the chol. Any suggestions? > mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5) > x <- rcopula(mycop, 1000) > myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1), method="Nelder-Mead") Nelder-Mead direct search function minimizer function value for initial parameters...

Hi r-users, I try to fit the t copula using the gamma marginals.  But I got error message which I don't really understand. Thank you for any help given. myCop.t <- ellipCopula(family = "t", dim = 2, dispstr = "toep", param = 0.5, df = 8) myCop.t myMvd <- mvdc(copula = myCop.t, margins = c("gamma", "gamma"), paramMargins = list(list(mean = 0, sd = 2), list(mean = 0, sd = 1))) myMvd dat <- stn_pos ## observe...

Is anybody using the Copula package in R? The particular problem I'm facing is that R is not acknowledging the fitCopula command/function when I load the package and (try to) run something very simple: fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, optim.control = list(NULL), method = "BFGS") Anybody also using it, successfully or unsuccessfully?

Hi all, Has anyone used the qua.regressCOP2 function from the copBasic package??? The default copula function used in this function is plackett copula and I wanted to use archimedean copula. Attached below is my code: mycop<-frankCopula V=seq(0.001,0.99,by=0.000217) R<-qua.regressCOP2(0.25,V,cop=mycop,para=c(3.504)) And this is the error I get: Warning messages: 1: In qua.regressCOP2(0.25, V, cop = mycop, para = c(3.504)) : could not uniroot in derCOPinv2, skipping sample for i=4558 having V=0.989869 2: In qu...

...pula” but I’m not sure how to correct the error based on the error message.  I tried so many ways but still could not get it working.   loglik.marg <- function(b, x) sum(dgamma(x, shape = b[1], scale = b[2], log = TRUE))   ctrl <- list(fnscale = -1)   #dat <- stn_pos[,1:2] ## observed data myCop.t <- ellipCopula(family = "t", param = 0.5,dim = 2, dispstr = "un", df = 8) myCop.t   myMvd <- mvdc(copula = myCop.t, margins = c("gamma", "gamma"), paramMargins = list(list(shape = 1.5, scale = 38), list(shape = 1.7, scale = 50))) myMvd n <- 200 da...

...'m not sure how to correct the error based on the error message. I tried so many ways but still could not get it working. loglik.marg <- function(b, x) sum(dgamma(x, shape = b[1], scale = b[2], log = TRUE)) ctrl <- list(fnscale = -1) #dat <- stn_pos[,1:2] ## observed data myCop.t <- ellipCopula(family = "t", param = 0.5,dim = 2, dispstr = "un", df = 8) myCop.t myMvd <- mvdc(copula = myCop.t, margins = c("gamma", "gamma"), paramMargins = list(list(shape = 1.5, scale = 38), list(shape = 1.7, scale = 50))) myMvd n <-...

Hi, I'd like to know why using the program "R" I can't add a number of margins> 3, I have a problem with the graphics. Post here my script: > myCop.norm <- ellipCopula(family = "normal", dim = 3, param = 0.4) > myMvd <- mvdc(copula = myCop.norm, margins = c("norm", "norm","norm"), > paramMargins = list(list(mean = 0, sd = 2), list(mean = 0, sd = > 1),list(mean=0,sd=2))) persp(myMvd, dmvdc,...

...042FEB87 en M1WACA0030I001.cibna.msds.wachovia.net> > > Content-Type: text/plain > > I am using R 2.5.0 on windows XP and trying to fit copula. I see the > following code works for some users, however my code crashes on the > chol. Any suggestions? > > > > > mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5) > > > x <- rcopula(mycop, 1000) > > > myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1), > method="Nelder-Mead") > > Nelder-Mead direct search function minimizer > >...