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regresscop2
2013 Jun 20
0
how to run copula-based quantile regression
...re as following:
I've already loaded xls data into r using "XLConnect" package.
excel.file<-file.path("Q:/dailyvstoxx.xls")
dailyvstoxx<-readWorksheetFromFile(excel.file, sheet=1)
Then, I've loaded "copBasic"package.
According to the example 'qua.regressCOP' in the documentation "copBasic":
theta <- 10
R <- qua.regressCOP(cop=PLACKETTcop, para=c(theta))
I have two questions:
1) how to solve out the 'theta' of my data
2)I want to use normal copula, so I try:
R<- qua.regressCOP(cop=NORMALcop, para=c(theta))
However...