Dear all, I want to run a nomal copula based quantile regression with XLS data.
I've worked out how to load xls data in r. the regression fumula is simply: y= a+bx+e and the quantile curve is <http://r.789695.n4.nabble.com/file/n4670779/%E6%97%A0%E6%A0%87%E9%A2%98.png> I use: > excel.file<-file.path("D:/dailyvix.xls") > dailyvix<-readWorksheetFromFile(excel.file, sheet=1) > names(dailyvix) [1] "y" "x" > fit1<-nlrq(y~qnorm(pnorm(mu*qnorm(pnorm(x))+sqrt(1-mu*mu)*qnorm(tau))), > tau=0.5, data=dailyvix) However, I get Error in getInitial.default(func, data, mCall = as.list(match.call(func, : no 'getInitial' method found for "function" objects I am a greenhand. I don't know how to deal with such error. I really need help Looking forward to any reply Yours, Tong -- View this message in context: http://r.789695.n4.nabble.com/nlrq-with-normal-copula-tp4670779.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.
