[R-SIG-Finance] "Error in fmin" when running evCopulaFit (in fCopulae)
Brian Thelen
bjthelen at umich.edu
Sun Sep 23 04:30:13 CEST 2007
Hi,
I am getting an error message when I run evCopulaFit, a function in Package
fCopulae. Specifically, I have the following input/output from R. Is
there
any advice out there about what is going on here -- is there a problem with
the code, or am I doing something wrong.
> evcopfit <- evCopulaFit(runif(25,0,1),runif(25,0,1),type='gumbel')
Error in fmin(function(arg) f(arg, ...), lower, upper, tol) :
invalid 'xmax' value
No matter what sort of input I use, I get the same error message as above.
thanks for any help that is out there,
Brian
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