[R] fit tevCopula using fitCopula in the "copula" package

2012-08-01 Thread wcurrent 
Hi everyone

I'm trying to estimate both the rho parameter and the degree of freedom of
t-ev copula from the data using  "fitCopula" function in the "copula"
package. 

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 well. I don't understand why. 

Has anybody used this function to learn those two parameters at the same
time from the data? You help is highly appreciated. 

Thanks!
Hang



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[R] problem with fitting tevCopula

2012-08-02 Thread wcurrent 
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.