[R] R and Copula

copula meeryana at yahoo.com
Mon Jul 23 16:21:12 CEST 2007


only mlcbbsel package. i have the first one.
sorry


copula wrote:
> 
> new question:
> 
> Where can I find the packages "mlCopulaSelection" and "mlcbbsel"?
> 
> 
> 
> copula wrote:
>> 
>> and one more time:
>> 
>> thank you a lot for help!!!
>> 
>> 
>> 
>> Julian Burgos wrote:
>>> 
>>> Hi Meeryana,
>>> 
>>> It seems you have not loaded the package.  To use a package that you 
>>> already installed, do:
>>> 
>>>  > library(copula)
>>> 
>>> I recommend you review the R documentation.  There are several good 
>>> references and tutorial on the CRAN site:
>>> 
>>> http://cran.r-project.org/manuals.html
>>> http://cran.r-project.org/other-docs.html
>>> 
>>> Any time you spend learning the basics will make your work more 
>>> efficient. :)
>>> Good luck,
>>> 
>>> Julian
>>> 
>>> Fisheries Acoustics Research Lab
>>> School of Aquatic and Fishery Science
>>> 
>>> copula wrote:
>>>> 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.
>>>>>>
>>>>>>
>>>>>>
>>>>>>
>>>>>>       
>>>>> ============================================================================================
>>>>>     
>>>>>> DISCLAIMER AND CONFIDENTIALITY CAUTION:\ \ This message and 
>>>>>>       
>>>>> ...{{dropped}}
>>>>>     
>>>>>> ______________________________________________
>>>>>> 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.
>>>>>>
>>>>>>
>>>>>>       
>>>>> Quoted from: 
>>>>> http://www.nabble.com/R-and-Copula-tf4085867.html#a11645614
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> ============================================================================================
>>>>> DISCLAIMER AND CONFIDENTIALITY CAUTION:\ \ This message and
>>>>> ...{{dropped}}
>>>>>
>>>>> ______________________________________________
>>>>> 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.
>>>>>
>>>>>
>>>>>
>>> 
>>> ______________________________________________
>>> 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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