[R-SIG-Finance] S4 Class Error in fitCopula
Samit Paul
samitpaulin at gmail.com
Fri Jan 30 05:36:26 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?
Regards,
Samit
On Fri, Jan 30, 2015 at 10:00 AM, Samit Paul <samitpaulin at gmail.com> wrote:
> 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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