[R] Fit t Copula

livia yn19832 at msn.com
Thu Jul 26 18:39:06 CEST 2007

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.

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