Hi, R community!
I am using Window OS in Korean.
R console shows error messages in Korean whenever there is something wrong.
Is there any way to see error messages in English?
Thanks.
Wonjae
-----Original Message-----
From: "Christophe Dutang"<[email protected]>
To: "salmajj"<[email protected]>
Cc: [email protected]
Sent: 11-01-20(목) 15:57:39
Subject: Re: [R-SIG-Finance] Copula and Multivariate distribution
Hello,
you can use something like that
eqf <- function(x, sampleMarg) as.numeric(quantile(sampleMarg, probs=x))
and apply eqf on each marginal after the copula fit if you want to generate
random samples or directly ecdf if you want to compute multivariate
distribution function.
Christophe
--
Christophe Dutang
Ph.D. student at ISFA, Lyon, France
website: http://dutangc.free.fr
Le 19 janv. 2011 à 21:50, salmajj a écrit :
>
> Hi all,
> I understand that rmvdc generates random number from mvdc object. But the
> mvdc object can only be used if we define the marginals! So my question is
> suppose we don't find any distribution which fit marginals so we use the
> Canonical Maximum Likelihood method (This approach uses the empirical CDF of
> each marginal distribution to transform the observations into pseudo
> observations with uniform margins) SO after finding the copula which fit the
> dependancy HOW i can generate random number which mimic the data?
> Hope my question is clear, please if someone have an idea help me!
> THANKS
>
> --
> View this message in context:
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> Sent from the Rmetrics mailing list archive at Nabble.com.
>
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