[R] testing goodness of fit for t copula

2011-08-08 Thread poulomi ganguli
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

[R] GOF of Student's t copula

2011-08-08 Thread POULOMI GANGULI
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

[R] Fitting t copula

2011-08-07 Thread poulomi
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

[R] Installing R-Packages from zipp file

2011-08-06 Thread poulomi
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