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<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">Hi all;<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">I’m having problem to build a multivariate distribution using copula and generalized Pareto distributions as marginals. When I use the following codes I receive an error message:<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">> gumbel.cop <- gumbelCopula(3, dim=3)<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">> myMvd <- mvdc(gumbel.cop, c("gpd","gpd","gpd"), list(list(shape=2,scale=1),list(shape=4,scale=2),list(shape=4,scale=5)))
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">> n=200
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">> data<-rmvdc(myMvd,n)<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">The error message that I receive is:<o:p></o:p></span></p>
<p class="MsoNormal"><b><span style="font-family:"Garamond","serif";color:windowtext">Error in eval(expr, envir, enclos) : could not find function "qgpd"
<o:p></o:p></span></b></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">Can anyone help me to obtain this “qgpd” function in (copula package) so that this code works.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">Thanks in advance<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">Kind Regards,
</span><span style="font-family:"Garamond","serif";color:windowtext"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Garamond","serif";color:windowtext">John
</span><span style="font-family:"Garamond","serif";color:windowtext"> </span><span style="font-family:"Garamond","serif";color:windowtext"><br>
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</span><span style="font-family:"Garamond","serif";color:windowtext">Mr John Muteba Mwamba</span><span style="font-family:"Garamond","serif";color:windowtext"><br>
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</span><span style="font-family:"Garamond","serif";color:windowtext">Department of Economics and Econometrics</span><span style="font-family:"Garamond","serif";
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