[R] Fitting Data to tCopula

aat adam_6242 at yahoo.com
Wed Mar 7 19:04:19 CET 2007


Hello,

Has anyone successfully fit empirical data to a tCopula using the fitCopula
function?  If so, are there ways to pick intelligent starting values to
avoid the errors such as a minor matrix not being positive definite and the
initial value of 'vmmin' not  being finite?

I've been able to fit a normal Copula to my data, but am having diffuculty
with the tCopula.  Any suggestions are greatly appreciated.  

Thank you.

Adam
  
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