Hi all, I'm trying to use gofCopula() function in copula package. But I'm always (trying different data sets) getting the same p value for Cramer-von Mises statistic. I'm using: g<-gumbelCopula(1.653, dim = 2)gofCopula(g, x, N = 1000, method = "itau",simulation = "pb") c<-claytonCopula(1.306, dim = 2)gofCopula(c, x, N = 1000, method = "itau",simulation = "pb") The p values are always 0.0004995005. I tried different data sets, but it was the same. Can anyone tell me what is wrong?
Best regards Deniz > R-help@r-project.org 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. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org 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.
