Hi This is not really not a finance related question, ask at best on the usual R help list. Looking at ?locales might give you a few hints for your problems.
Mat Le 06. 03. 11 06:11, ì´ìì¬ a écrit : > 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: >> http://r.789695.n4.nabble.com/Copula-and-Multivariate-distribution-tp3225448p3225448.html >> Sent from the Rmetrics mailing list archive at Nabble.com. >> >> _______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> -- Subscriber-posting only. If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R questions >> should go. > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > > [[alternative HTML version deleted]] > > > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. [[alternative HTML version deleted]]
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