Re: [R] the 'copula' package
Thank you! The problem turned out to be network-based, of all things (in terms of reading different directories - it had nothing to do with R itself, or the package), but this solves a secondary problem I came across, as well. Casey. jun yan wrote: Here is an example that works: 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) myfit The ML estimation is based on 1000 observations. Estimate Std. Error z value Pr(|z|) rho.1 0.4989052 0.01192036 41.853200 df5.2976624 0.32442429 16.329430 The maximized loglikelihood is 2038.907 The convergence code is 0 On 4/24/06, *Casey Quinn* [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] wrote: Is anybody using the Copula package in R? The particular problem I'm facing is that R is not acknowledging the fitCopula command/function when I load the package and (try to) run something very simple: fit1 - fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, optim.control = list(NULL), method = BFGS) Anybody also using it, successfully or unsuccessfully? I'd appreciate a tip or two. Casey Quinn Centre for Health Economics University of York York YO10 5DD England Phone: +44 01904 32 1411 Fax:+44 01904 32 1402 Email: [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] Web: http://www.york.ac.uk/inst/che/staff/quinn.htm http://www.york.ac.uk/inst/che/staff/quinn.htm __ R-help@stat.math.ethz.ch mailto:R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ 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
Re: [R] the 'copula' package
What is the error message that you get? -roger Casey Quinn wrote: Is anybody using the Copula package in R? The particular problem I'm facing is that R is not acknowledging the fitCopula command/function when I load the package and (try to) run something very simple: fit1 - fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, optim.control = list(NULL), method = BFGS) Anybody also using it, successfully or unsuccessfully? I'd appreciate a tip or two. Casey Quinn Centre for Health Economics University of York York YO10 5DD England Phone: +44 01904 32 1411 Fax:+44 01904 32 1402 Email: [EMAIL PROTECTED] Web: http://www.york.ac.uk/inst/che/staff/quinn.htm __ 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 -- Roger D. Peng | http://www.biostat.jhsph.edu/~rpeng/ __ 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
Re: [R] the 'copula' package
Here is an example that works: 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) myfit The ML estimation is based on 1000 observations. Estimate Std. Error z value Pr(|z|) rho.1 0.4989052 0.01192036 41.853200 df5.2976624 0.32442429 16.329430 The maximized loglikelihood is 2038.907 The convergence code is 0 On 4/24/06, Casey Quinn [EMAIL PROTECTED] wrote: Is anybody using the Copula package in R? The particular problem I'm facing is that R is not acknowledging the fitCopula command/function when I load the package and (try to) run something very simple: fit1 - fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, optim.control = list(NULL), method = BFGS) Anybody also using it, successfully or unsuccessfully? I'd appreciate a tip or two. Casey Quinn Centre for Health Economics University of York York YO10 5DD England Phone: +44 01904 32 1411 Fax:+44 01904 32 1402 Email: [EMAIL PROTECTED] Web: http://www.york.ac.uk/inst/che/staff/quinn.htm __ 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 [[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
