Looks like plenty of people have had this problem b4 you - incl myself. Might be an issue with this function. I had better luck using the function in QRMlib package (fit.tcopula.rank, etc). Though for some really large data sets I had to fudge the function itself with noforce=FALSE on the Kendall call and some removal of NaN and NA's.
Oden, Kevin wrote: > > I am using R 2.5.0 on windows XP and trying to fit copula. I see the > following code works for some users, however my code crashes on the > chol. Any suggestions? > > > >> mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5) > >> x <- rcopula(mycop, 1000) > >> myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1), > method="Nelder-Mead") > > Nelder-Mead direct search function minimizer > > function value for initial parameters = -1747.582044 > > Scaled convergence tolerance is 2.6041e-05 > > Stepsize computed as 1.000000 > > Error in chol(x, pivot = FALSE) : the leading minor of order 2 is not > positive definite > > > > Kevin D. Oden > > e: [EMAIL PROTECTED] <mailto:[EMAIL PROTECTED]> > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch 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. > > -- View this message in context: http://www.nabble.com/fitCopula-tf3965203.html#a12488563 Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@stat.math.ethz.ch 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.
