[R] nlrq with normal copula

tong tchen10 at qub.ac.uk
Wed Jul 3 13:37:08 CEST 2013

Dear all,

I want to run a nomal copula based quantile regression with XLS data.

I've worked out how to load xls data in r. 

the regression fumula is simply: y= a+bx+e  and the quantile curve is 


I use:

> excel.file<-file.path("D:/dailyvix.xls")
> dailyvix<-readWorksheetFromFile(excel.file, sheet=1)
> names(dailyvix)
[1] "y" "x"
> fit1<-nlrq(y~qnorm(pnorm(mu*qnorm(pnorm(x))+sqrt(1-mu*mu)*qnorm(tau))),
> tau=0.5, data=dailyvix)

However, I get
Error in getInitial.default(func, data, mCall = as.list(match.call(func,  : 
  no 'getInitial' method found for "function" objects

I am a greenhand. I don't know how to deal with such error.

I really need help

Looking forward to any reply



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