[R] calculating VAR of a (Gumbel) copula
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?
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