Hi everyone I'm trying to estimate both the rho parameter and the degree of freedom of t-ev copula from the data using the "fitCopula" function in the "copula" package.
cop <- tevCopula(0.8) est <- fitCopula(cop, x, method="ml"); However, there is always an error and it says: Error: length(copula@parameters) == length(param) is not TRUE I also tried the same estimation problem for t copula using the same function and it works quite well. I don't understand why. cop <- tCopula(0.8) est <- fitCopula(cop, x, method="ml"); Has anybody used this function to learn those two parameters at the same time from the data? You help is highly appreciated. Thanks! Hang -- View this message in context: http://r.789695.n4.nabble.com/problem-with-fitting-tevCopula-tp4638990.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
