[R] problem with fitting tevCopula
wcurrent
yuhangh_v at 126.com
Fri Aug 3 04:36:29 CEST 2012
Hi everyone
I'm trying to estimate both the rho parameter and the degree of freedom of
t-ev copula from the data using the "fitCopula" function in the "copula"
package.
cop <- tevCopula(0.8)
est <- fitCopula(cop, x, method="ml");
However, there is always an error and it says:
Error: length(copula at parameters) == length(param) is not TRUE
I also tried the same estimation problem for t copula using the same
function and it works quite well. I don't understand why.
cop <- tCopula(0.8)
est <- fitCopula(cop, x, method="ml");
Has anybody used this function to learn those two parameters at the same
time from the data? You help is highly appreciated.
Thanks!
Hang
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