Displaying 20 results from an estimated 900 matches similar to: "Maximum likelihood estimate of bivariate vonmises-weibulldistribution"
2006 May 11
2
Maximum likelihood estimate of bivariate vonmises-weibull distribution
Hi,
I'm dealing with wind data and I'd like to model their distribution in
order to simulate data to fill-in missing values. Wind direction are
typically following a vonmises distribution and wind speeds follow a
weibull distribution. I'd like to build a joint distribution of
directions and speeds as a VonMises-Weibull bivariate distribution.
First is this a stupid question? I'm
2013 Apr 21
1
Using copulas with user-defined marginal functions
I am trying to make a loglikelihood function using copulas. I am trying to
use mvdc to find the density function. When I run this I got the error that
the pdf and cdf of my function tobit doesn't exist. Can somebody guide me
where my mistake is?
dtobit <- function(beta,sigma, x, y) {ifelse(y>0, dnorm(y,x%*%beta,
sigma),(1-pnorm((x%*%beta)/sigma)))}
ptobit <- function(beta,sigma, x,
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!
--
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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
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
2006 Oct 08
2
Generating bivariate or multivariate data with known parameter values
Greetings,
I'm interested in generating data from various bivariate or
mulitivariate distributions (e.g. gamma, t, etc), where I can specify
the parameter values, including the correlations among the variables. I
haven't been able to dig anything up on the faq, but I probably missed
something. A nudge in the right direction would be appreciated.
David
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2006 Mar 03
1
[as.POSIXlt]: Incorrect conversion only for some specific date/time (PR#8654)
Full_Name: Aziz Chaouch
Version: 2.2.1
OS: XP/2000
Submission from: (NULL) (132.156.89.240)
Hi,
I'm not sure this is a "bug" but here is the problem:
I'm using the function as.POSIXlt to convert character strings into time
objects. I'm using date format as "YYYY/M/D HH:MM" such as as.POSIXlt("1999/6/7
13:30"). Most of the time, this works fine. However
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,
2008 Jul 30
2
Sampling two exponentials
Hi all,
I am going to sample two variables from two exponential distributions, but I want to specify a covariance structure between these two variables. Is there any way to do it in R? Or is there a "Multivariate Exponential" thing corresponding to the multivariate normal? Thanks in advance.
Sincerely,
Yanwei Zhang
Department of Actuarial Research and Modeling
Munich Re America
Tel:
2006 May 25
1
Computing a reliability index of a statistic with missing data
Hi All,
I'd like to compute a kind of reliability index (RI) that would in a
sense stand as a measure of reliability of a statistic (histogram etc)
computed on a time serie with missing values. The final goal is that:
RI=1 for a perfect reliability
RI=0 for a total unreliability (no data at all as an extreme case...)
The percentage of missing data is one indication: the more missing data,
2010 Jun 16
1
generating samples from multivariate distributions
Sir,
I want to draw random from any multivariate disrtibution. Is there any
function in R to do this?
Regards,
Suman Dhara
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2011 Jun 01
0
problems with copula
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
2012 May 03
6
Hosting application on private network.
Hi,
I have a Ruby on Rails application. I am able to run it in my local
system using Apache2 server. I would like to host my application so that
all the systems in the private network 192.168.3.0/24 should be able to
access the web-application. My system private-ip is 192.168.3.57.
Please help me what all configurations do I need to do.
Thank you
Ajit
--
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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
2011 Apr 30
1
Kendall's tau code
I discovered that the Kendall's tau calculation in R uses all pairwise comparisons which is O(n^2) and takes a long time for large vectors. I implemented a O(n*log(n)) algorithm based on merge-sort. Is this of interest to be included in core R? The code (fortran and R wrapper) is available in my package clinfun v0.9.7 (not exported in NAMESPACE).
Thanks,
Venkat
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Venkatraman E. Seshan,
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
2017 Aug 06
1
Help with optim function in R, please?
Hi all,
Many thank in advance for helping me.? I tried to fit Expectation Maximization algorithm for mixture data. I must used one of numerical method to maximize my function.
I built my code but I do not know how to make the optim function run over a different value of the parameters.? That is,
For E-step I need to get the value of mixture weights based on the current (initial) values of
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))
>
2005 Sep 06
2
(no subject)
my problem actually arised with fitting the data to the weibulldistribution,
where it is hard to see, if the proposed parameterestimates make sense.
data1:2743;4678;21427;6194;10286;1505;12811;2161;6853;2625;14542;694;11491;
?? ?? ?? ?? ?? 14924;28640;17097;2136;5308;3477;91301;11488;3860;64114;14334
how am I supposed to know what starting values i have to take?
i get different
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;