Displaying 20 results from an estimated 3000 matches similar to: "Copula package - normalCopula() param order"
2009 Apr 22
1
Copula package
Hi R-users,
I would like to use the copula package.? I? the 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 =
2018 Apr 21
0
Error : 'start' contains NA values when fitting frank copula
>>>>> Soumen Banerjee <soumen08 at gmail.com>
>>>>> on Sat, 21 Apr 2018 17:22:56 +0800 writes:
> Hello! I am trying to fit a copula to some data in R and
> I get the error mentioned above. This is the code for a
> reproducible example -
(not really reproducible: You did not set the random seed, so
the data is different every time;
2011 Sep 16
1
copula con marginales multivariantes
Hola,
Quiero saber si es posible programar una cópula donde las funciones marginales son multivariantes, siguiendo el esquema
del package ''Copula''. Es decir,
Copula(F(x,y), G(w,z)))
En el caso de funciones marginales univariantes, un ejemplo de la normal multivariante quedaria de la siguiente forma,
2018 Apr 21
2
Error : 'start' contains NA values when fitting frank copula
Hello!
I am trying to fit a copula to some data in R and I get the error mentioned
above. This is the code for a reproducible example -
library(copula)
data = matrix(data=runif(600),nrow=200,ncol=3)
data[,2] = 2*data[,1]
data[,3] = 3*data[,1]
fr_cop = frankCopula(dim=3)
fit_fr_cop = fitCopula(fr_cop,pobs(data),method = "mpl") #Error Here
The error says : Error in fitCopula.ml(copula, u
2010 Mar 13
2
dmvnorm masked by emdbook
I am using curve3d in the emdbook package to graph a gaussian copula density
function generated via the copula package. Unfortunately, it appears that
emdbook masks dmvnorm from the package mvtnorm in a way that prohibits
copula from generating the gaussian copula. (Sounds very confusing!) For
example,
> library(copula)
> f<-function(x,y) dcopula(normalCopula(0),c(x,y))
>
2007 Jul 16
3
R and Copula
hi,
first I want to say that I'm new here, and new with copula and R.
That is the reason why I'm writing, if somebody can help me.
I have to make an example of Copula.
On internet I've found this forum and that copula can calculate with R.
Can somebody help me with the thing how can I start and where can read about
these stuffs.
Thank to all who can help!
--
View this message
2006 Oct 13
1
Copula in R 2.4.0
Dear R helper,
does anyone have an idea on why R.2.4.0 draws the surface for the two
command lines below and the next time it renders the error message below
for exactly the same command lines:
> norm.cop <- normalCopula(0.5)
> persp(norm.cop, dcopula)
Error in ceiling(length.out) : Non-numeric argument to mathematical
function.
I will appreciate any help from anyone
thanks,
Dominique
2006 May 12
3
Maximum likelihood estimate of bivariate vonmises-weibulldistribution
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
2008 Jan 05
3
is(x, "parent") returns FALSE when class(x) is c("child", "parent") (PR#10549)
is() does not catch parent S3 classes:
> library(splines)
> temp <- bs(1:99, df=5)
> class(temp)
[1] "bs" "basis"
> is(temp, "basis")
[1] FALSE
In contrast, is() does catch parent S4 classes:
> library(copula)
> norm.cop <- ellipCopula("normal", param = c(0.5, 0.6, 0.7),
+ dim = 3, dispstr = "un")
2006 Oct 10
2
copula
Dear R-helper,
Is there any thing that I am doing wrong in the following codes:
> norm.cop <- normalCopula(0.5)
> persp(norm.cop, dcopula)
The last command produces what follows
Error in persp(x, y, z, xlim, ylim, zlim, theta, phi, r, d, scale,
expand, :
invalid 'x' argument
In addition: Warning messages:
1: no non-missing arguments to min; returning Inf
2: no
2007 Jul 03
1
Empirical copula in R
Hi,
I would like to implement the empirical copula in R, does anyone know if it
is included in a package? I know it is not in the "Copula" package. This one
only includes a gof-test based on the empirical copula process.
Thanks for your help!
Gregor
--
View this message in context: http://www.nabble.com/Empirical-copula-in-R-tf4018319.html#a11412335
Sent from the R help mailing list
2006 Apr 24
1
Modeling inverse relationship with copula
Dear r list,
I posted this on the S list last week since i'm using some of the
FinMetrics functions on copula. Knowing there is a copula package in R,
I figure this would be an appropriate forum to ask this question.
I want to model inverse relationship between two (non-normal,
non-symmetric) marginals with the gumbel copula, or with any copula.
Say, x is lognormal and y is norm. Since
2003 Nov 07
1
Copula functions in R?
Hello
I am writing to you regarding your interest in Copula/copulae and it?s
usage. I am currently studying Copula for my Master thesis and also
therefore have a large interest in it. Now I am looking for information
regarding copula as well as Copula and "R".
Code, information how to calculate or anything would be appreciated!
Since there seem to be little information regarding
2011 Sep 18
2
calculating VAR of a (Gumbel) copula
Hello,
I am a new user of R (2.13.1), my operational system is Windows Vista.
I have a problem with the attached file SFEVaRHAC.r, calculating the VAR of
a Gumbel copula, based on the attached GumHAC_VaR_PL_w250_n1000_s2500.txt
1. I had a Error in file(file, "rt") : cannot open the connection message.
I solved it by reading a post in nabble to use setwd(choose.dir()) and
2011 Nov 25
1
Copula Fitting Using R
Hi,
Is anybody using Copula package for fitting copulas to own data?
I have two marginals Log Normal with (parameters 1.17 and 0.76) and Gamma (
2.7 and 1.05)
Which package I should use to fit Gumbel and Clayton Copulas?
Thanks,
fayyad
[[alternative HTML version deleted]]
2023 Nov 07
1
Concordance and Kendall's tau in copula
Dear
I estimate a sample selection model using the Clayton copula and Burr
and Gaussian marginal. I need to derive ther Kendall'sw tau from the
concordance coefficient by integration. I came across a way to do that
in R long time ago but cannot find it again. Can somewone tell me what
to read and what to use? Thank you.
Steven Yen
2007 Mar 01
1
Fit Student Copula
Hello everybody,
I have a big problem that I do not manage to solve !
I will be very grateful if you can solve this !
I want to fit a t Copula with the copula package :
> student.cop <- ellipCopula("t", param = c(0.5, 0.6, 0.7), dim = 3, dispstr = "un",df=5)
> x<-rcopula(student.cop,1000)
> fit <- fitCopula(x, student.cop, c(0.5,0.5,0.5,5))
And there is an
2009 Sep 23
1
Maximum Likelihood Est. regarding the degree of freedom of a multivariate skew-t copula
Hello,
I have a bigger problem in calculating the Maximum Likelihood Estimator regarding the degree of freedom of a multivariate skew-t copula.
First of all I would like to describe what this is all about, so that you can understand my problem:
I have 2 time series with more than 3000 entries each. I would like to calculate a multivariate skew-t Copula that fits this time series.
Notice:
2006 Oct 23
2
Copula fitting
Hi,
Is anybody using Copula package for fitting copulas to own
datas? I always got this message:
Error in qnorm(p, mean, sd, lower.tail, log.p) :
Non-numeric argument to mathematical function
thanks,
Psl
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2013 Apr 27
2
Polynomial Regression and NA coefficients in R
Hey all,
I'm performing polynomial regression. I'm simulating x values using runif() and y values using a deterministic function of x and rnorm().
When I perform polynomial regression like this:
fit_poly <- lm(y ~ poly(x,11,raw = TRUE))
I get some NA coefficients. I think this is due to the high correlation between say x and x^2 if x is distributed uniformly on the unit interval