Hey all,
I'm trying to construct a 7-dimensional normal copula using the copula package.
I'd like to supply as parameter a randomly generated correlation matrix (that
I'll convert to a vector so I can feed it to the normalCopula function). What
order do the pairwise correlations inside that vec
Dear all,
In an attempt to generate a sample of observations from a four dimensional
copula from the package Copula, I got the following warning message and all the
observations are NA's:
Warning messages:
1: In rmvnorm(n, sigma = getSigma(copula)) :
sigma is numerically not positive definite
2
> Lucas Holland
> on Sun, 17 Mar 2013 16:26:41 +0100 writes:
> Hey all,
> I'm trying to construct a 7-dimensional normal copula using the copula
package. I'd like to supply as parameter a randomly generated correlation
matrix (that I'll convert to a vector so I can feed it t
3 matches
Mail list logo