-- Hello,
I am attempting to fit monthly stock returns to possible copula functions using the copula package in R. Below is my code (mat2 is a 2x119 matrix of the two stock returns): my.cop <- normalCopula(param=.3, dim = 2, dispstr = "un") myfit <- fitCopula(mat2,my.cop, start=.65, optim.control= list(NULL), method = "BFGS") myfit Unfortunately, I continue to receive this error: Error in optim(start, loglikCopula, method = method, copula = copula, : initial value in 'vmmin' is not finite In addition: Warning message: NaNs produced in: qnorm(p, mean, sd, lower.tail, log.p) I don't know why my start value is wrong or how to choose a correct one. Any help is greatly appreicated. Thanks. Adam ______________________________________________ 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.