Re: [R] the 'copula' package

2006-04-25 Thread Casey Quinn
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 -

Re: [R] the 'copula' package

2006-04-24 Thread Roger D. Peng
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

Re: [R] the 'copula' package

2006-04-24 Thread jun yan
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