[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

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 
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,

More information about the R-SIG-Finance mailing list