[R-SIG-Finance] [R-sig-finance] COPULA package in R ~ need help on error message
multeesl at yahoo.co.uk
Mon Jul 20 20:32:02 CEST 2009
Hi folks, I am a newbie to R and I need some advice on an error message while
running the copula package.
Basically I am trying to model a COPULA- GARCH to study the dependence
across international stock returns.
I ran the "fgarch" to fit a AR(1)-GJR GARCH(1,1) ~skewed t to the returns
and obtained the standardised residuals. using the psstd function, I obtain
the marginal cdf for these residuals, this give me a list of u and v.
What I did next was to convert the u , v into a data matrix as follows;
>x<-cbind( V1, V2)
then when i use the formula from copula package >fit.ml <-
fitCopula(gumbel.cop, x, method="ml") , i get this error message ;
Error in fitCopula.ml(data, copula, start, lower, upper, optim.control, :
trying to get slot "dimension" from an object (class "data.frame") that is
not an S4 object
I am at a loss what this error means. Can anyone please advise >?
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