[R] problem with fitting tevCopula

wcurrent yuhangh_v at 126.com
Fri Aug 3 04:36:29 CEST 2012


Hi everyone

I'm trying to estimate both the rho parameter and the degree of freedom of
t-ev copula from the data using the  "fitCopula" function in the "copula"
package. 

cop <- tevCopula(0.8)
est <- fitCopula(cop, x, method="ml");

However, there is always an error and it says:
Error: length(copula at parameters) == length(param) is not TRUE

I also tried the same estimation problem for t copula using the same
function and it works quite well. I don't understand why. 

cop <- tCopula(0.8)
est <- fitCopula(cop, x, method="ml");

Has anybody used this function to learn those two parameters at the same
time from the data? You help is highly appreciated. 

Thanks!
Hang



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