[R] Copula package

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Wed Apr 22 10:17:31 CEST 2009


Dear Roslina,

question: have you used 'library(copula)' somewhere before the call to 'normalCopula'?

Bernhard


>-----Ursprüngliche Nachricht-----
>Von: r-help-bounces at r-project.org 
>[mailto:r-help-bounces at r-project.org] Im Auftrag von Roslina Zakaria
>Gesendet: Mittwoch, 22. April 2009 09:45
>An: r-help at r-project.org
>Betreff: [R] Copula package
>
>
>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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