Hi,
I'm a new user of R. I'm using package copula implemented in R. I want
to know how to test goodness of fit of student's t copula for 3
dimensional cases using real world data. In manual gof test has been
performed on the copula families generated from rcopula function that
i understood as rand
Hi all,
I need to test gof of 3-dimensional t copula for my trivariate observed
data set. So I used the command
t.cop <- tCopula(c(0.785,0.283,0.613),dim=3,dispstr="un",df=6,df.fixed =
TRUE)
where c(0.785,0.283,0.613) is the correlation pattern of my data with 0.785
pearson correlation between
I'm a new user of R and a novice user in copula R package.
I want to fit 3-dimensional t copula for my trivariate data. So I used the
command
t.cop <- tCopula(c(0.785,0.283,0.613),dim=3,dispstr="un",df=6,df.fixed =
TRUE)
where c(0.785,0.283,0.613) is the correlation pattern of my data with 0.785
Hi,
I'm a new user of R. I want to install 'copula' packages. I downloaded the
package and from the tab above in R-console i selected "install packages
from Zipped file". After this when I 'm writing in a command prompt
library(copula). It gives the error massage as
Error in library(copula) : 'co
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