Hi, I am trying to fit t copula to some data, and I am using the following function in the library(QRMlib). Udatac <- apply(datac, 2, edf,adjust=1) tcopulac <- fit.tcopula.rank(Udatac)
But the error message come out "Error in fit.tcopula.rank(Udatac) : Non p.s.d. covariance matrix" Could anyone give me some advice? In fact, I am not sure what the "adjust=1" is used for. Many thanks. -- View this message in context: http://www.nabble.com/Fit-t-Copula-tf4152818.html#a11814432 Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.
