Re: [R] copula fitting

2014-06-10 Thread Suzen, Mehmet
Have you checked out 'copula' package? On 11 June 2014 00:36, Suzen, Mehmet wrote: > yes you can. > > On 7 June 2014 16:04, mudit gupta wrote: >> Hi guys, >> >> can i fit a copula to two marginal distributions with different sample >> size? >> like one has 2340 observations and other has 1912.

Re: [R] copula fitting

2014-06-10 Thread Suzen, Mehmet
yes you can. On 7 June 2014 16:04, mudit gupta wrote: > Hi guys, > > can i fit a copula to two marginal distributions with different sample > size? > like one has 2340 observations and other has 1912. > > thanks > Mudit > > [[alternative HTML version deleted]] > > __

Re: [R] Copula Fitting Using R

2011-11-25 Thread Michael Kao
t.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Dennis Murphy Gesendet: Freitag, 25. November 2011 09:10 An: cahaya iman Cc: r-help@r-project.org Betreff: Re: [R] Copula Fitting Using R Hi: This is the type of question for which the sos package can come to the rescue: library(

Re: [R] Copula Fitting Using R

2011-11-25 Thread Michael Kao
library(copula) could be helpful as well. ## Toy example for gumbel copula with log-normal distribution ## (Taken from the documentation of copula::fitMvdc) ## Specify the copula gumbel.cop <- gumbelCopula(3, dim=2) myMvd <- mvdc(gumbel.cop, c("lnorm","lnorm"), list(list(meanlog = 1.17),

Re: [R] Copula Fitting Using R

2011-11-25 Thread Spencer Graves
nhard > > ps: The package maintainer of QRMlib is aware of the problem and hopefully, > the package QRMlib is fixed quite soon. > > -Ursprüngliche Nachricht- > Von:r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im > Auftrag von Dennis Murphy > Gese

Re: [R] Copula Fitting Using R

2011-11-25 Thread Pfaff, Bernhard Dr.
b is fixed quite soon. -Ursprüngliche Nachricht- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Dennis Murphy Gesendet: Freitag, 25. November 2011 09:10 An: cahaya iman Cc: r-help@r-project.org Betreff: Re: [R] Copula Fitting Using R Hi: This is

Re: [R] Copula Fitting Using R

2011-11-25 Thread Dennis Murphy
Hi: This is the type of question for which the sos package can come to the rescue: library('sos') findFn('Gumbel Clayton copula') It appears that the QRMlib package would be a reasonable place to start. Dennis On Thu, Nov 24, 2011 at 7:29 PM, cahaya iman wrote: > Hi, > > Is anybody using Copu

Re: [R] Copula fitting

2008-06-11 Thread Frankg
first, verify the class of your data by the following code: class(data) the class must be numeric if ok the problem can be caused from the starting value. Try choose other value. -- View this message in context: http://www.nabble.com/-R--Copula-fitting-tp6947714p17786789.html Sent from the R