Hello, Has anyone successfully fit empirical data to a tCopula using the fitCopula function? If so, are there ways to pick intelligent starting values to avoid the errors such as a minor matrix not being positive definite and the initial value of 'vmmin' not being finite?
I've been able to fit a normal Copula to my data, but am having diffuculty with the tCopula. Any suggestions are greatly appreciated. Thank you. Adam -- View this message in context: http://www.nabble.com/Fitting-Data-to-tCopula-tf3363801.html#a9358456 Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.
