>>>>> Isaudin Ismail <isau...@gmail.com> >>>>> on Tue, 9 Aug 2016 14:30:18 +0100 writes:
> Dear R experts, > I have 5 time series of data (A, B, C, D and E) with all same lengths. All > series exhibit gamma distribution except for B which is lognormal > distribution. I am using copula package to model the joint-distribution of > these 5 times series. > I have selected Archimedean copula and successfully fitted Frank and > Clayton copula. The problem is when trying to fit Gumbel copula. > The following are the codes I used to run in R. > # Data of 5 time series > A <- A > B <- B > C <- C > D <- D > E <- E well, the above is really an "interesting" block of R code ;-) -- More seriously, please learn to use reproducible examples, e.g., from here http://bit.ly/MRE_R (nice to remember: MRE = Minimal Reproducible Example) or here http://adv-r.had.co.nz/Reproducibility.html then we will be glad to help you, notably I as maintainer of the package 'copula' which you are using (without saying so). With regards, Martin Maechler > # Combined between A and C > A+C <- A + C > gumbel.copula <- gumbelCopula(dim = 5) > m <- pobs(as.matrix(cbind(A+C, B, D, E))) > fit.gumbel<- fitCopula(gumbel.copula, m, method = 'ml') > And the error while trying to fit gumbel copula: > Error in optim(start, loglikCopula, lower = lower, upper = upper, method = > method, : > non-finite finite-difference value [1] > In addition: Warning message: > In .local(copula, tau, ...) : tau is out of the range [0, 1] > Appreciate all help! > Many thanks, > Isaudin > [[alternative HTML version deleted]] > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.