Re: [R] the 'copula' package

[Casey Quinn]

Thank you! The problem turned out to be network-based, of all things (in 
terms of reading different directories - it had nothing to do with R 
itself, or the package), but this solves a secondary problem I came 
across, as well.

Casey.

jun yan wrote:
> Here is an example that works:
>
> > mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5)
> > x <- rcopula(mycop, 1000)
> > myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1), 
> method="Nelder-Mead")
> > myfit
> The ML estimation is based on  1000  observations.
>Estimate Std. Error  z value Pr(>|z|)
> rho.1 0.4989052 0.01192036 41.853200
> df5.2976624 0.32442429 16.329430
> The maximized loglikelihood is  2038.907
> The convergence code is  0
>
> On 4/24/06, *Casey Quinn* <[EMAIL PROTECTED] > 
> wrote:
>
> Is anybody using the Copula package in R? The particular problem I'm
> facing is that R is not acknowledging the fitCopula command/function
> when I load the package and (try to) run something very simple:
>
> fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula,
> optim.control = list(NULL), method = "BFGS")
>
> Anybody also using it, successfully or unsuccessfully? I'd
> appreciate a
> tip or two.
>
> Casey Quinn
> Centre for Health Economics
> University of York
> York YO10 5DD
> England
>
> Phone: +44 01904 32 1411
> Fax:+44 01904 32 1402
> Email:   [EMAIL PROTECTED] 
> Web:   http://www.york.ac.uk/inst/che/staff/quinn.htm
> 
>
> __
> 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
>
>

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Re: [R] the 'copula' package

[jun yan]

Here is an example that works:

> mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5)
> x <- rcopula(mycop, 1000)
> myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1),
method="Nelder-Mead")
> myfit
The ML estimation is based on  1000  observations.
   Estimate Std. Error  z value Pr(>|z|)
rho.1 0.4989052 0.01192036 41.853200
df5.2976624 0.32442429 16.329430
The maximized loglikelihood is  2038.907
The convergence code is  0

On 4/24/06, Casey Quinn <[EMAIL PROTECTED]> wrote:
>
> Is anybody using the Copula package in R? The particular problem I'm
> facing is that R is not acknowledging the fitCopula command/function
> when I load the package and (try to) run something very simple:
>
> fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula,
> optim.control = list(NULL), method = "BFGS")
>
> Anybody also using it, successfully or unsuccessfully? I'd appreciate a
> tip or two.
>
> Casey Quinn
> Centre for Health Economics
> University of York
> York YO10 5DD
> England
>
> Phone: +44 01904 32 1411
> Fax:+44 01904 32 1402
> Email:   [EMAIL PROTECTED]
> Web:   http://www.york.ac.uk/inst/che/staff/quinn.htm
>
> __
> 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
>

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Re: [R] the 'copula' package

[Roger D. Peng]

What is the error message that you get?

-roger

Casey Quinn wrote:
> Is anybody using the Copula package in R? The particular problem I'm 
> facing is that R is not acknowledging the fitCopula command/function 
> when I load the package and (try to) run something very simple:
> 
> fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, 
> optim.control = list(NULL), method = "BFGS")
> 
> Anybody also using it, successfully or unsuccessfully? I'd appreciate a 
> tip or two.
> 
> Casey Quinn
> Centre for Health Economics
> University of York
> York YO10 5DD
> England
> 
> Phone: +44 01904 32 1411
> Fax:+44 01904 32 1402
> Email:   [EMAIL PROTECTED]
> Web:   http://www.york.ac.uk/inst/che/staff/quinn.htm
> 
> __
> 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
> 

-- 
Roger D. Peng  |  http://www.biostat.jhsph.edu/~rpeng/

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[R] the 'copula' package

[Casey Quinn]

Is anybody using the Copula package in R? The particular problem I'm 
facing is that R is not acknowledging the fitCopula command/function 
when I load the package and (try to) run something very simple:

fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula, 
optim.control = list(NULL), method = "BFGS")

Anybody also using it, successfully or unsuccessfully? I'd appreciate a 
tip or two.

Casey Quinn
Centre for Health Economics
University of York
York YO10 5DD
England

Phone: +44 01904 32 1411
Fax:+44 01904 32 1402
Email:   [EMAIL PROTECTED]
Web:   http://www.york.ac.uk/inst/che/staff/quinn.htm

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