[R] Fitting two parameter observations into copulas

2014-03-05 Thread Yang Yang
831)) the meanlog and sdlog value are derived from the data set. error message "Error in if (alpha - 1 < .Machine$double.eps^(1/3)) return(rCopula(n, : missing value where TRUE/FALSE needed " How to choose the copula parameter with the given data, and the margin distributions deri

[R] time series analysis

2014-02-27 Thread Yang Yang
Hi Currently I am working on a river discharge data analysis. I have the daily discharge record from 1935 to now. I want to extract the annual maximum discharge for each hydrolocial year (*start from 01/11 to next year 31/10*). However, I found that the hydroTSM package can only deal with the natu

[R] Question about arima.sim()

2009-04-04 Thread Yang Yang
Hi, I tried to simulate an ARIMA model by using arima.sim(), say arima.sim(n=100,list(order=c(1,0,1),ar=0.6,ma=0.9,sd=1), but the acf and pacf of simulated data using acf() and pacf() are so much different from the theoritcal acf and pacf. For instance, in my case, ar=0.6 and ma=0.9, so the ac