Re: [R] Error while fitting gumbel copula

2016-08-23 Thread Isaudin Ismail
Dear Martin, Thank you for the solutions. I've tried as per your codes and my problem solved :) Thanks a lot! Best regards, Isaudin On Tue, Aug 23, 2016 at 9:06 AM, Martin Maechler wrote: > >>>>> Isaudin Ismail > >>>>> on Thu, 18 Aug 2016 17:

Re: [R] Error while fitting gumbel copula

2016-08-18 Thread Isaudin Ismail
copula as per my code I used above. Appreciate your kind help. Many thanks, Isaudin On Mon, Aug 15, 2016 at 4:28 PM, Isaudin Ismail wrote: > Dear Dr. Martin, > > I'm glad that you replied to my queries. > > As advised, I have prepared the following: > > library(copu

Re: [R] Error while fitting gumbel copula

2016-08-15 Thread Isaudin Ismail
Copula(gumbel.Copula, p, estim.method = "mpl", method = "Sn", simulation = "mult") Thanks in advance! Best regards, Isaudin On Wed, Aug 10, 2016 at 5:08 PM, Martin Maechler wrote: > >>>>> Isaudin Ismail > >>>>> on Tue, 9 Aug 2016

[R] Error while fitting gumbel copula

2016-08-09 Thread Isaudin Ismail
Dear R experts, I have 5 time series of data (A, B, C, D and E) with all same lengths. All series exhibit gamma distribution except for B which is lognormal distribution. I am using copula package to model the joint-distribution of these 5 times series. I have selected Archimedean copula and succ