Re: [R] fitting t copula with fixed dof

er...@rice.edu on Wed, 16 May 2012 12:39:44 -0500 writes: I need to fit a t copula with fixed degree of freedom let's say 4. I do not want to estimate the dof together with correlation matrix optimally. Instead fix the dof to 4 and only estimate the correlation matrix

[R] fitting t copula with fixed dof

I need to fit a t copula with fixed degree of freedom let's say 4. I do not want to estimate the dof together with correlation matrix optimally. Instead fix the dof to 4 and only estimate the correlation matrix in the optimization routine. Is anyone aware of such estimation method in R.

[R] Fitting t copula

I'm a new user of R and a novice user in copula R package. I want to fit 3-dimensional t copula for my trivariate data. So I used the command t.cop - tCopula(c(0.785,0.283,0.613),dim=3,dispstr=un,df=6,df.fixed = TRUE) where c(0.785,0.283,0.613) is the correlation pattern of my data with 0.785

[R] fitting t copula

Hi r-users, I try to fit the t copula using the gamma marginals.  But I got error message which I don't really understand. Thank you for any help given. myCop.t - ellipCopula(family = t, dim = 2, dispstr = toep, param = 0.5, df = 8) myCop.t myMvd - mvdc(copula = myCop.t, margins = c(gamma,