 I  am using R 2.5.0 on windows XP and trying to fit copula.  I see the
following code works for some users, however my code crashes on the
chol.   Any suggestions?

 

>  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") 

  Nelder-Mead direct search function minimizer

function value for initial parameters = -1747.582044

  Scaled convergence tolerance is 2.6041e-05

Stepsize computed as 1.000000

Error in chol(x, pivot = FALSE) : the leading minor of order 2 is not
positive definite

 

Kevin D. Oden

e: kevin.oden@wachovia.com <mailto:kevin.oden@wachovia.com> 

 


	[[alternative HTML version deleted]]

