[R] calculating VAR of a (Gumbel) copula

Iva iva_mihaylova at mail.ru
Sun Sep 18 11:51:42 CEST 2011


I am a new user of R (2.13.1), my operational system is Windows Vista.

I have a problem with the attached file SFEVaRHAC.r, calculating the VAR of
a Gumbel copula, based on the attached GumHAC_VaR_PL_w250_n1000_s2500.txt

1.  I had a Error in file(file, "rt") : cannot open the connection message.
I solved it by reading a post in nabble to use setwd(choose.dir())  and
read.table(file.choose()) and point the location of each file directly.

2. However, there is some other error - as I run the code now I get an
output:* Null Devise 1*

I am 100 % sure I have installed the used packages correctly and I don't
have any idea what is wrong.

Could somebody help me with this issue?

http://r.789695.n4.nabble.com/file/n3821566/SFEVaRHAC.r SFEVaRHAC.r 

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