[R] Generate random numbers with nested Archimedean Copula

Hi everybody, I try to simulate random numbers from a trivariate nested Archimedean copula. My aim is to correlate two processes with, e.g. theta2, as the so called child pair and then to correlate these two processes with a third one with theta1 (parent). This "figure" tries to capture what I am

[R] empirical copula, copula package gof Test

Hi everybody, I know that a similiar topic has been posted, but as my question differs I am opening a new topic. I am trying to follow how the godness of fit test for copulas in the copula package works. Therefore I wrote a function to caculate the empirical copula, whose results are necessary to

Re: [R] empirical copula code

Did you suceed in writing the code for the empricial copula or did you find it somewhere? I am searching for a code right now, anyone? Thanks -- View this message in context: http://r.789695.n4.nabble.com/empirical-copula-code-tp1577388p4321784.html Sent from the R help mailing list archive at

[R] Define ARMA model

Hi, is there a way in the arma function to exclude coefficients for the estimation. For example I estimated an ARMA(2,2) model to data where only the coefficients of the second order have been significant. Therefore I would like to estimate the ARMA(2,2) model without the 1,1-coefficients. Thanks

[R] lrm-function: Interpretation and error message

e mixed with negative subscripts Does anyone know? I suspect that the first question is probably rather easy for you clever guys but I'm a statistics noob so... looking forward to your help. Martin Kellner __ R-help@r-project.org mailing list ht

[R] Comparing nonlinear regressions for different subsets of data

I have a dataset with four different treatments and two different values for each sample. I need to compare the subsets(the different treatments) somehow. The data look suspiciously much like some kind of e-function to me, or maybe michaelis-menten so they are not linear. With linear models it's st

[R] scatter plot with point colors from kernel density

I am using R 2.6.1 on a 64 bit PC running Windows XP Pro. My main problem is that I want to produce a scatter plot with density estimation, where the colors of points correspond to a kernel density estimate at the location of the points. I have not found a package that will do this. If the