Displaying 4 results from an estimated 4 matches for "toep".
Did you mean:
tep
2009 Apr 22
1
Copula package
...plus the mvtnorm and try to run the example given, but I got the following message:
install.packages(repos=NULL,pkgs="c:\\Tinn-R\\copula_0.8-3.zip")
norm.cop <- normalCopula(c(0.5, 0.6, 0.7), dim = 3, dispstr = "un")
t.cop <- tCopula(c(0.5, 0.3), dim = 3, dispstr = "toep",
df = 2, df.fixed = TRUE)
## from the wrapper
norm.cop <- ellipCopula("normal", param = c(0.5, 0.6, 0.7),
dim = 3, dispstr = "un")
> install.packages(repos=NULL,pkgs="c:\\Tinn-R\\copula_0.8-3.zip")
package 'copula' successfully unpacked and MD5 sum...
2010 Jun 09
0
fitting t copula
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...
2009 Nov 13
2
AR(2) modelling
...urce code (<src>/src/library/stats/R), the file ar.R
contains the ar.yw.default function implements the function. For
univariate case (line 130), r_eureka function is used, which seems to
be implemented in the eureka.f function.
subroutine eureka (lr,r,g,f,var,a)
c
c solves Toeplitz matrix equation toep(r)f=g(1+.)
c by Levinson's algorithm
c a is a workspace of size lr, the number
c of equations
c
is supposed to implement the Yule-Walker equations...
Any help is welcome.
Just to be sure, I can do something I try to reconcile the ordinary
least squar...
2009 Nov 13
2
AR(2) modelling
...urce code (<src>/src/library/stats/R), the file ar.R
contains the ar.yw.default function implements the function. For
univariate case (line 130), r_eureka function is used, which seems to
be implemented in the eureka.f function.
subroutine eureka (lr,r,g,f,var,a)
c
c solves Toeplitz matrix equation toep(r)f=g(1+.)
c by Levinson's algorithm
c a is a workspace of size lr, the number
c of equations
c
is supposed to implement the Yule-Walker equations...
Any help is welcome.
Just to be sure, I can do something I try to reconcile the ordinary
least squar...