[R] Copula package

Roslina Zakaria zroslina at yahoo.com
Wed Apr 22 09:44:57 CEST 2009


Hi R-users,

I would like to use the copula package.  I  the package plus the mvtnorm and try to run the example given, but I got the following message:

install.packages(repos=NULL,pkgs="c:\\Tinn-R\\copula_0.8-3.zip")
norm.cop <- normalCopula(c(0.5, 0.6, 0.7), dim = 3, dispstr = "un")
t.cop <- tCopula(c(0.5, 0.3), dim = 3, dispstr = "toep",
df = 2, df.fixed = TRUE)
## from the wrapper
norm.cop <- ellipCopula("normal", param = c(0.5, 0.6, 0.7),
dim = 3, dispstr = "un")

> install.packages(repos=NULL,pkgs="c:\\Tinn-R\\copula_0.8-3.zip")
package 'copula' successfully unpacked and MD5 sums checked
updating HTML package descriptions
> norm.cop <- normalCopula(c(0.5, 0.6, 0.7), dim = 3, dispstr = "un")
Error: could not find function "normalCopula"
> t.cop <- tCopula(c(0.5, 0.3), dim = 3, dispstr = "toep",
+ df = 2, df.fixed = TRUE)
Error: could not find function "tCopula"
> norm.cop <- ellipCopula("normal", param = c(0.5, 0.6, 0.7),
+ dim = 3, dispstr = "un")
Error: could not find function "ellipCopula"


I'm not sure what is wrong.  Thank you so much for any help given.

Regards,

Roslina







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