[R-SIG-Finance] S4 Class Error in fitCopula

Samit Paul samitpaulin at gmail.com
Fri Jan 30 05:30:52 CET 2015


Hello folks,

I have used *ellipticalCopulaFit* function from "fCopulae package" for
copula fit and find it convenient as I can get the output as
'as.data.frame'. This is not possible for *fitCopula *function of "Copula"
package as I get an error stating *'no method for coercing this S4 class to
a vector'. *However, I am not sure whether "inference functions for margins
(IFM)" method can be implemented in *ellipticalCopulaFit* function as it
can be done in *fitCopula *function.

Can you please help me with the information and also on how to get the
output from *fitCopula *function as as.data.frame?

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