Hello,
In a situation where the dimension is high and the parameter is close to
the bound computing the density of the gumbel copula throws the following
error.
library(copula)
dCopula(rep(0.5,127),gumbelCopula(1.19,127),log=TRUE)
Loading required namespace: Rmpfr
Failed with error: ‘there is no package called ‘Rmpfr’’
Error: requireNamespace("Rmpfr") is not TRUE
It does not seem to be a ploblem with lower dimension though
dCopula(rep(0.5,17),gumbelCopula(1.19,17),log=TRUE)
[1] 2.402906
I'm I missing something about the computation?
Best regards
--
Jeremie Juste
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