[R] copula package error when gumbel parameter is close to bound.

Jérémie Juste jeremiejuste at gmail.com
Wed May 4 14:34:05 CEST 2016


In a situation where the dimension is high and the parameter is close to
the bound computing the density of the gumbel copula throws the following


Loading required namespace: Rmpfr
Failed with error:  ‘there is no package called ‘Rmpfr’’
Error: requireNamespace("Rmpfr") is not TRUE

It does not seem to be a ploblem with lower dimension though


[1] 2.402906

I'm I missing something about the computation?

Best regards
Jeremie Juste

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