Yes, David, you are right - I have misinterpreted the result. The.pdf is the exact output and the algorithm is working.
Many thanks! Ivette -- View this message in context: http://r.789695.n4.nabble.com/calculating-VAR-of-a-Gumbel-copula-tp3821566p3822196.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.
