Hello,
I'm running version R x64 v2.12.2 on a 64bit windows 7 PC. I have two data
vectors, x and y, and try to run archmCopulaFit. Most of the copulas produce
errors. Can you tell me what the errors mean and if possible, how I can set
archmCopulaFit options to make them run? I see in the documentation that there
are "arguments passed to the optimization function in use, 'nlminb'", however,
it's not clear to me how to set them.
Thanks.
Copulas 2, 4,7,8,11,12,14,15,18,19,20,21,22 have the following error:
fit1 = archmCopulaFit(x,y,type="2")
Error in if (alpha < range[1] | alpha > range[2]) { :
missing value where TRUE/FALSE needed
Copulas 3 has the following error:
fit1 = archmCopulaFit(x,y,type="3")
Error in if (alpha < range[1] | alpha > range[2]) { :
missing value where TRUE/FALSE needed
In addition: Warning messages:
1: In log(darchmCopula(u = U, v = V, alpha = x, type = type)) :
NaNs produced
2: In log(darchmCopula(u = U, v = V, alpha = x, type = type)) :
NaNs produced
Copula 10:
fit1 = archmCopulaFit(x,y,type="10")
Error in if (alpha < range[1] | alpha > range[2]) { :
missing value where TRUE/FALSE needed
In addition: Warning message:
In log(darchmCopula(u = U, v = V, alpha = x, type = type)) : NaNs produced
Copulas 1,5,9,13,16,17 produce estimates.
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