[R] R and Copula
copula
meeryana at yahoo.com
Thu Jul 19 09:41:49 CEST 2007
I have installed fast all packages for copula,
I have installed package 'gnml' and the others from the Jim Lindsey's web
site and the other packages like 'repeted' which is necessary for
calculating copula.
but when I start with copula it write:
'gausscop' function is not found. And also 'fitted.gausscop(z)' and
'residuals.gausscop(z)'.
also what I want to say is: when I have installed package 'repeted' from Jim
Lindsey's web site in R project, this what I have received:
"utils:::menuInstallLocal()
updating HTML package descriptions"
what have I to do next to solve this problem and to continue with copula.
Thanks a lot for previous help!
gyadav wrote:
>
>
> hi meeryana,
>
> may be this time nobnody is responding. but dont worry you will get a lot
> of help eventually, so always post a copy to the mailing list.
> The reason is there are a lot many newbies, although i am also not so old
> enough, who have even the simplest questions but are hesitant to ask.
> the objective of the list is to help, and thus feel free to ask, stand and
> contribute :-) i hope you will understand not today then tomorrow as you
> will get associated with the mailing list more closely. Personally i have
> found friends here. Further, never post a mail with a loose subject and
> secondly try to maintain the thread i.e. reply to the mail which you want
> to reply(for more details refer to the posting guide) :-) that would
> really help.
>
> Yes now regarding your question :-)
>
> Step1 : List of all packages can be found at this link :-)
> http://cran.r-project.org/src/contrib/PACKAGES.html
> Step2: Click on the package you want to install :-)
> http://cran.r-project.org/src/contrib/Descriptions/copula.html
> Step3: Then download the binary of your Operating system. If windows then
> download corresponding zip file.
> for copula it is
> http://cran.r-project.org/bin/windows/contrib/r-release/copula_0.5-3.zip
> save zip file on your system
> Step4 Open your R rpogram
> Step5: Goto Packages -> Install packages from Local Zip file
> Step6: Select your package zip file which you want to install
> Step7: Sit back and relax
> Step8: load the library using library(LibraryName) on R prompt
>
> There are alternate ways of installing the package directly from R prompt.
> It didn't worked for me a long time back, so i always adopt this method.
> Somebody on the list may help you in this regards :-)
>
> bye and learn
> Join and stand with Open Source and R community
> Cheers and Chiao, Welcome
> -gaurav
>
>
>
> dear Mr. Yadav,
>
> I want to thank for help,
> and for that you are only who is willing to help,
> but I have one question:
> because I'm new with R project also, I think I should install a package
> for copula.
> I have only installed R program.
> How should I install this package? And is it what I have also to do with
> credit metrics, Value at Risk, matix and the other formulas, I mean
> install packages.
>
> I hope that you have a little time for me and my problem, and I hope I'm
> not disturbing you.
> thank you for all you can do for me
>
> and
>
> best regards,
>
> Mirjana
>
>
>
>
> gyadav wrote:
>>
>>
>> hi
>>
>> see the code below i hope this will make your understanding of copulas
>> better
>> this code plots two normal distribution and their joint distribution
>> N[0,2] & N[0,4]
>>
>> HTH
>>
>> ######################code################################
>> library("copula")
>> ###################copy in two parts in R#################
>>
>> ##################PART A##################################
>> ## construct a bivariate distribution whose marginals
>> ## are normal and Normal respectively, coupled
>> ## together via a normal copula
>> op <- par(mfrow = c(2, 2), # 2 x 2 pictures on one plot
>> pty = "s") # square plotting region,
>> # independent of device size
>>
>> x <- mvdc(normalCopula(0.75), c("norm", "norm"),
>> list(list(mean = 0, sd =2),list(mean = 0, sd =4)))
>> x.samp <- rmvdc(x, 10000)
>> par(mfrow=c(2,3))
>> hist(x.samp[,1],xlab="Normal")
>> hist(x.samp[,2],xlab="Normal")
>> plot(x.samp[,2],x.samp[,1],pch=21,xlab="Normal",ylab="Normal")
>>
>> plot(dmvdc(x, x.samp))
>> plot(pmvdc(x, x.samp))
>>
>> ## At end of plotting, reset to previous settings:
>>
>>
>> ###########################PART B#######################
>> par(op)
>> for (i in seq(1:360)){
>> persp(x, dmvdc, xlim = c(-4, 4), ylim=c(0, 1),theta=i)
>> }
>>
>>
>> Regards,
>>
>> Gaurav Yadav
>> +++++++++++
>> Assistant Manager, CCIL, Mumbai (India)
>> Mob: +919821286118 Email: emailtogauravyadav at gmail.com
>> Bhagavad Gita: Man is made by his Belief, as He believes, so He is
>>
>>
>>
>> copula <meeryana at yahoo.com>
>> Sent by: r-help-bounces at stat.math.ethz.ch
>> 07/17/2007 12:53 PM
>>
>> To
>> r-help at stat.math.ethz.ch
>> cc
>>
>> Subject
>> Re: [R] R and Copula
>>
>>
>>
>>
>>
>>
>>
>> it would be great when somebody will help me
>> thanks
>>
>>
>> copula wrote:
>>>
>>> hi,
>>> first I want to say that I'm new here, and new with copula and R.
>>>
>>> That is the reason why I'm writing, if somebody can help me.
>>>
>>> I have to make an example of Copula.
>>> On internet I've found this forum and that copula can calculate with R.
>>>
>>> Can somebody help me with the thing how can I start and where can read
>>> about these stuffs.
>>>
>>> Thank to all who can help!
>>>
>>>
>>>
>>>
>>
>> --
>> View this message in context:
>> http://www.nabble.com/R-and-Copula-tf4085867.html#a11644534
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
>> R-help at 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.
>>
>>
>>
>>
> ============================================================================================
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>> ______________________________________________
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>> 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.
>>
>>
> Quoted from: http://www.nabble.com/R-and-Copula-tf4085867.html#a11645614
>
>
>
>
> ============================================================================================
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>
> ______________________________________________
> R-help at 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.
>
>
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