Here is an example that works:

> mycop <- tCopula(param=0.5, dim=8, dispstr="ex", df=5)
> x <- rcopula(mycop, 1000)
> myfit <- fitCopula(x, mycop, c(0.6, 10), optim.control=list(trace=1),
method="Nelder-Mead")
> myfit
The ML estimation is based on  1000  observations.
       Estimate Std. Error  z value Pr(>|z|)
rho.1 0.4989052 0.01192036 41.85320        0
df    5.2976624 0.32442429 16.32943        0
The maximized loglikelihood is  2038.907
The convergence code is  0

On 4/24/06, Casey Quinn <cq1@york.ac.uk> wrote:
>
> Is anybody using the Copula package in R? The particular problem I'm
> facing is that R is not acknowledging the fitCopula command/function
> when I load the package and (try to) run something very simple:
>
> fit1 <- fitCopula(x1 = list(u11,u12,u13,u14,u15,u16,u17,u18), tCopula,
> optim.control = list(NULL), method = "BFGS")
>
> Anybody also using it, successfully or unsuccessfully? I'd appreciate a
> tip or two.
>
> Casey Quinn
> Centre for Health Economics
> University of York
> York YO10 5DD
> England
>
> Phone: +44 01904 32 1411
> Fax:    +44 01904 32 1402
> Email:   cq1@york.ac.uk
> Web:   http://www.york.ac.uk/inst/che/staff/quinn.htm
>
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