Re: [R] Copula package - normalCopula() param order

2015-06-23 Thread Dominique Katshunga
Dear all, In an attempt to generate a sample of observations from a four dimensional copula from the package Copula, I got the following warning message and all the observations are NA's: Warning messages: 1: In rmvnorm(n, sigma = getSigma(copula)) : sigma is numerically not positive definite 2

Re: [R] Copula package - normalCopula() param order

2013-03-19 Thread Martin Maechler
> Lucas Holland > on Sun, 17 Mar 2013 16:26:41 +0100 writes: > Hey all, > I'm trying to construct a 7-dimensional normal copula using the copula package. I'd like to supply as parameter a randomly generated correlation matrix (that I'll convert to a vector so I can feed it t

[R] Copula package - normalCopula() param order

2013-03-17 Thread Lucas Holland
Hey all, I'm trying to construct a 7-dimensional normal copula using the copula package. I'd like to supply as parameter a randomly generated correlation matrix (that I'll convert to a vector so I can feed it to the normalCopula function). What order do the pairwise correlations inside that vec