[R] R and Copula
Julian Burgos
jmburgos at u.washington.edu
Thu Jul 19 22:23:33 CEST 2007
Hi Meeryana,
It seems you have not loaded the package. To use a package that you
already installed, do:
> library(copula)
I recommend you review the R documentation. There are several good
references and tutorial on the CRAN site:
http://cran.r-project.org/manuals.html
http://cran.r-project.org/other-docs.html
Any time you spend learning the basics will make your work more
efficient. :)
Good luck,
Julian
Fisheries Acoustics Research Lab
School of Aquatic and Fishery Science
copula wrote:
> I have installed fast all packages for copula,
> I have installed package 'gnml' and the others from the Jim Lindsey's web
> site and the other packages like 'repeted' which is necessary for
> calculating copula.
>
> but when I start with copula it write:
> 'gausscop' function is not found. And also 'fitted.gausscop(z)' and
> 'residuals.gausscop(z)'.
>
> also what I want to say is: when I have installed package 'repeted' from Jim
> Lindsey's web site in R project, this what I have received:
>
> "utils:::menuInstallLocal()
> updating HTML package descriptions"
>
> what have I to do next to solve this problem and to continue with copula.
>
>
> Thanks a lot for previous help!
>
>
>
>
>
>
> gyadav wrote:
>
>> hi meeryana,
>>
>> may be this time nobnody is responding. but dont worry you will get a lot
>> of help eventually, so always post a copy to the mailing list.
>> The reason is there are a lot many newbies, although i am also not so old
>> enough, who have even the simplest questions but are hesitant to ask.
>> the objective of the list is to help, and thus feel free to ask, stand and
>> contribute :-) i hope you will understand not today then tomorrow as you
>> will get associated with the mailing list more closely. Personally i have
>> found friends here. Further, never post a mail with a loose subject and
>> secondly try to maintain the thread i.e. reply to the mail which you want
>> to reply(for more details refer to the posting guide) :-) that would
>> really help.
>>
>> Yes now regarding your question :-)
>>
>> Step1 : List of all packages can be found at this link :-)
>> http://cran.r-project.org/src/contrib/PACKAGES.html
>> Step2: Click on the package you want to install :-)
>> http://cran.r-project.org/src/contrib/Descriptions/copula.html
>> Step3: Then download the binary of your Operating system. If windows then
>> download corresponding zip file.
>> for copula it is
>> http://cran.r-project.org/bin/windows/contrib/r-release/copula_0.5-3.zip
>> save zip file on your system
>> Step4 Open your R rpogram
>> Step5: Goto Packages -> Install packages from Local Zip file
>> Step6: Select your package zip file which you want to install
>> Step7: Sit back and relax
>> Step8: load the library using library(LibraryName) on R prompt
>>
>> There are alternate ways of installing the package directly from R prompt.
>> It didn't worked for me a long time back, so i always adopt this method.
>> Somebody on the list may help you in this regards :-)
>>
>> bye and learn
>> Join and stand with Open Source and R community
>> Cheers and Chiao, Welcome
>> -gaurav
>>
>>
>>
>> dear Mr. Yadav,
>>
>> I want to thank for help,
>> and for that you are only who is willing to help,
>> but I have one question:
>> because I'm new with R project also, I think I should install a package
>> for copula.
>> I have only installed R program.
>> How should I install this package? And is it what I have also to do with
>> credit metrics, Value at Risk, matix and the other formulas, I mean
>> install packages.
>>
>> I hope that you have a little time for me and my problem, and I hope I'm
>> not disturbing you.
>> thank you for all you can do for me
>>
>> and
>>
>> best regards,
>>
>> Mirjana
>>
>>
>>
>>
>> gyadav wrote:
>>
>>> hi
>>>
>>> see the code below i hope this will make your understanding of copulas
>>> better
>>> this code plots two normal distribution and their joint distribution
>>> N[0,2] & N[0,4]
>>>
>>> HTH
>>>
>>> ######################code################################
>>> library("copula")
>>> ###################copy in two parts in R#################
>>>
>>> ##################PART A##################################
>>> ## construct a bivariate distribution whose marginals
>>> ## are normal and Normal respectively, coupled
>>> ## together via a normal copula
>>> op <- par(mfrow = c(2, 2), # 2 x 2 pictures on one plot
>>> pty = "s") # square plotting region,
>>> # independent of device size
>>>
>>> x <- mvdc(normalCopula(0.75), c("norm", "norm"),
>>> list(list(mean = 0, sd =2),list(mean = 0, sd =4)))
>>> x.samp <- rmvdc(x, 10000)
>>> par(mfrow=c(2,3))
>>> hist(x.samp[,1],xlab="Normal")
>>> hist(x.samp[,2],xlab="Normal")
>>> plot(x.samp[,2],x.samp[,1],pch=21,xlab="Normal",ylab="Normal")
>>>
>>> plot(dmvdc(x, x.samp))
>>> plot(pmvdc(x, x.samp))
>>>
>>> ## At end of plotting, reset to previous settings:
>>>
>>>
>>> ###########################PART B#######################
>>> par(op)
>>> for (i in seq(1:360)){
>>> persp(x, dmvdc, xlim = c(-4, 4), ylim=c(0, 1),theta=i)
>>> }
>>>
>>>
>>> Regards,
>>>
>>> Gaurav Yadav
>>> +++++++++++
>>> Assistant Manager, CCIL, Mumbai (India)
>>> Mob: +919821286118 Email: emailtogauravyadav at gmail.com
>>> Bhagavad Gita: Man is made by his Belief, as He believes, so He is
>>>
>>>
>>>
>>> copula <meeryana at yahoo.com>
>>> Sent by: r-help-bounces at stat.math.ethz.ch
>>> 07/17/2007 12:53 PM
>>>
>>> To
>>> r-help at stat.math.ethz.ch
>>> cc
>>>
>>> Subject
>>> Re: [R] R and Copula
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>> it would be great when somebody will help me
>>> thanks
>>>
>>>
>>> copula wrote:
>>>
>>>> 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 in context:
>>> http://www.nabble.com/R-and-Copula-tf4085867.html#a11644534
>>> Sent from the R help mailing list archive at Nabble.com.
>>>
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>>>
>>>
>>>
>>>
>>>
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>>> ______________________________________________
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>>> PLEASE do read the posting guide
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>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>>>
>> Quoted from: http://www.nabble.com/R-and-Copula-tf4085867.html#a11645614
>>
>>
>>
>>
>> ============================================================================================
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>>
>> ______________________________________________
>> R-help at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>>
>>
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