similar to: fitCopula

Is anybody using the Copula package in R? The particular problem I'm facing is that R is not acknowledging the fitCopula command/function when I load the package and (try to) run something very simple: fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, optim.control = list(NULL), method = "BFGS") Anybody also using it, successfully or unsuccessfully?

Hi all! I would like to import a matlab or gauss code to R. Could you help me? Bye, Sebasti?n. 2007/6/23, r-help-request en stat.math.ethz.ch <r-help-request en stat.math.ethz.ch>: > Send R-help mailing list submissions to > r-help en stat.math.ethz.ch > > To subscribe or unsubscribe via the World Wide Web, visit >

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

Hi r-users,   I really need help in fitting the t-copula.  I try to reproduce the example given by Jun Yan in “Enjoy the joy of copula” but I’m not sure how to correct the error based on the error message.  I tried so many ways but still could not get it working.   loglik.marg <- function(b, x) sum(dgamma(x, shape = b[1], scale = b[2], log = TRUE))   ctrl <- list(fnscale = -1)   #dat <-

Hi r-users, I really need help in fitting the t-copula. I try to reproduce the example given by Jun Yan in "Enjoy the joy of copula" but I'm not sure how to correct the error based on the error message. I tried so many ways but still could not get it working. loglik.marg <- function(b, x) sum(dgamma(x, shape = b[1], scale = b[2], log = TRUE)) ctrl <- list(fnscale

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 =

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

-- Hello, I am attempting to fit monthly stock returns to possible copula functions using the copula package in R. Below is my code (mat2 is a 2x119 matrix of the two stock returns): my.cop <- normalCopula(param=.3, dim = 2, dispstr = "un") myfit <- fitCopula(mat2,my.cop, start=.65, optim.control= list(NULL), method = "BFGS") myfit Unfortunately, I continue to receive

I searched the mailing list archives and found one post relevant to my problem, but it was not specific enough to solve my problem. I am reading in a large file of data (I believe it is in ASCII format). I have tried reading the file in as a data frame and as a list, and both methods result in unwanted levels being created which leads to problems when I try to copy or reference certain cells.

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

I will be out of the office starting 12/07/2007 and will not return until 12/10/2007. I will reply to your message when I return Monday, December 10th. For MSRB / TRACE / OATS or Partnerships/Scorecard issues please call the Trade Reporting Control main number: 804-344-6216. For issues requiring escalation please contact Ralph Brugueras: 804-344-6515. Thank you. The information is not

I will be out of the office starting 02/22/2008 and will not return until 02/25/2008. I will reply to your message when I return Monday, February 25th. For MSRB / TRACE / OATS issues please call the Trade Reporting Control main number: 804-344-6216. For issues requiring escalation please contact Ralph Brugueras: 804-344-6515. Thank you. ATTENTION: Please be aware that since the

>>>>> 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;

Hi all, Has anyone used the qua.regressCOP2 function from the copBasic package??? The default copula function used in this function is plackett copula and I wanted to use archimedean copula. Attached below is my code: mycop<-frankCopula V=seq(0.001,0.99,by=0.000217) R<-qua.regressCOP2(0.25,V,cop=mycop,para=c(3.504)) And this is the error I get: Warning messages: 1: In

Hello R users, A beginners question which I could not find the answer to in earler posts. My thought process: Here "z" is a 119 x 15 data matrix Step 1: start at column one, bind every column with column 1 Step2: use the new matrix, "test", in the fitCopula package Step3: store each result in myfit, bind each result to "answer" Step4: return "answer"

It gets all the way through the install, and then when it reboots, grub can't find the kernel. Grub can't find the kernel because the kernel was not instaled for some reason? I looked at the box through rescue mode and in /boot there is no kernel. Any ideas what might have happened? Cheers...james

Hi I hope you could help me. I don't get any answer i the newsgroups. I have a Win NT box as a PDC and running the linux box as a domain member. I have updated to Samba 3 on linux box. I joined the domain with no errors. Everything works fine from another NT box that I have I can browse the linux box shares and so on. But if I do the same thing from the Win98 machine I get this error messages

Hi All, For quite some time I've used raid 1 as a means of providing a rollback mechanism for an upgrade (which I learned from others long ago). So essentially, before an upgrade you split the mirrors and upgrade one side or the other. If your upgrade goes well you sync one way, if your upgrade does not you sync the other (much hand waving and chanting going on, as its more complicated than

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

Hi All, I've been trying to put together a one off CentOS 4 based distro, and I ran into some trouble. First off just so you know we've been doing this with CentOS 3 and with RedHat 9 before that, so the inexperience is only with the delta between CentOS 3 and CentOS 4 (and RHEL 3 and RHEL 4 by extension). Anyway, the problem is that for some reason /dev/console is not getting created.