28 PM, Isaudin Ismail
> > wrote:
>
> >> Dear Dr. Martin,
> >>
> >> I'm glad that you replied to my queries.
> >>
> >> As advised, I have prepared the following:
>
> MM: I'm including (cut'n'pasting) my commented an
re:
------------------
## From: Isaudin Ismail
## To: Martin Maechler
## CC:
## Subject: Re: [R] Error while fitting gumbel copula
## Date: Mon, 15 Aug 2016 16:28:14 +0100
## Dear Dr. Martin,
## I'm glad that you replied to my quer
Dear Martin,
Following my earlier question on "error while fitting gumbel copula", I
have also crated a new gist at https://gist.github.com/anonymous/
0bb8aba7adee550d40b840a47d8b7e25 for easy checking and copying codes.
I got no problem fitting other Archimedean copulas except gumbel copula as
p
Dear Dr. Martin,
I'm glad that you replied to my queries.
As advised, I have prepared the following:
library(copula)
# 5 series of data, A, B, C, D and E
A <- c(0.849420849, 0.900652985, 0.97144217, 0.817888428, 0.877901578,
1.070040669, 0.889742431, 0.87588968, 0.853541938, 0.84866468
> Isaudin Ismail
> on Tue, 9 Aug 2016 14:30:18 +0100 writes:
> Dear R experts,
> I have 5 time series of data (A, B, C, D and E) with all same lengths. All
> series exhibit gamma distribution except for B which is lognormal
> distribution. I am using copula package to
Dear R experts,
I have 5 time series of data (A, B, C, D and E) with all same lengths. All
series exhibit gamma distribution except for B which is lognormal
distribution. I am using copula package to model the joint-distribution of
these 5 times series.
I have selected Archimedean copula and succ
6 matches
Mail list logo
