[R] the 'copula' package

Casey Quinn cq1 at york.ac.uk
Tue Apr 25 14:30:23 CEST 2006


Thank you! The problem turned out to be network-based, of all things (in 
terms of reading different directories - it had nothing to do with R 
itself, or the package), but this solves a secondary problem I came 
across, as well.

Casey.

jun yan wrote:
> Here is an example that works:
>
> > mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5)
> > x <- rcopula(mycop, 1000)
> > myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1), 
> method="Nelder-Mead")
> > myfit
> The ML estimation is based on  1000  observations.
>        Estimate Std. Error  z value Pr(>|z|)
> rho.1 0.4989052 0.01192036 41.85320        0
> df    5.2976624 0.32442429 16.32943        0
> The maximized loglikelihood is  2038.907
> The convergence code is  0
>
> On 4/24/06, *Casey Quinn* <cq1 at york.ac.uk <mailto:cq1 at york.ac.uk>> wrote:
>
>     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? I'd
>     appreciate a
>     tip or two.
>
>     Casey Quinn
>     Centre for Health Economics
>     University of York
>     York YO10 5DD
>     England
>
>     Phone: +44 01904 32 1411
>     Fax:    +44 01904 32 1402
>     Email:   cq1 at york.ac.uk <mailto:cq1 at york.ac.uk>
>     Web:   http://www.york.ac.uk/inst/che/staff/quinn.htm
>     <http://www.york.ac.uk/inst/che/staff/quinn.htm>
>
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