search for: mymvd

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 ## observed data loglikMvdc(c(0, 2, 0, 1, 0.5,8), dat, myMvd)   ## loglikelihood mm <- apply(dat, 2, mean) vv <- apply(d...

...ot 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 dat <- rmvdc(myMvd, n)   mm <- apply(dat, 2, mean) vv <- apply(dat, 2, var) rho <- rcorr(dat,type="s...

...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 dat <- rmvdc(myMvd, n) mm <- apply(dat, 2, mean) vv <- apply(dat, 2, var) rho <- rcorr(dat,type...

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, xlim = c(-4, 4), ylim=c(-4, 4),main="Normal copula") I obtain the follow...

Thanks Dimitris!!! That's much clearer now. Still have a lot of work to do this weekend to understand every bit but your code will prove very useful. Cheers, Aziz -----Original Message----- From: Dimitrios Rizopoulos [mailto:Dimitris.Rizopoulos at med.kuleuven.be] Sent: May 12, 2006 4:35 PM To: Chaouch, Aziz Subject: RE: [R] Maximum likelihood estimate of bivariate