Re: [R] copula package error when gumbel parameter is close to bound.

Hello > Berwin A Turlach writes: > That you don't have the package Rmpfr installed? And it seems to be > needed for the higher dimension. On my machine it works: > Thanks for the lead, Best regards, Jeremie __ R-help@r-project.org mailing list -

[R] copula package error when gumbel parameter is close to bound.

Hello, In a situation where the dimension is high and the parameter is close to the bound computing the density of the gumbel copula throws the following error. library(copula) dCopula(rep(0.5,127),gumbelCopula(1.19,127),log=TRUE) Loading required namespace: Rmpfr Failed with error: ‘there is n

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

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

> 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

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

Re: [R] Copula package

: Mittwoch, 22. April 2009 09:45 >An: r-help@r-project.org >Betreff: [R] Copula package > > >Hi R-users, > >I would like to use the copula package.  I  the package plus >the mvtnorm and try to run the example given, but I got the >following message: > >install.p

[R] Copula package

Hi R-users, I would like to use the copula package.  I  the package plus the mvtnorm and try to run the example given, but I got the following message: install.packages(repos=NULL,pkgs="c:\\Tinn-R\\copula_0.8-3.zip") norm.cop <- normalCopula(c(0.5, 0.6, 0.7), dim = 3, dispstr = "un") t.cop <- t

[R] Copula package: How to calculate correlation matrix using 144 variables to denote parameters for normal copula?

Dears, I calculated correlation matrix using 144 variables with a given function: cor_flows_vec=cor() Then I defined a normal copula with the above correlation matrix myCop=normalCopula(param=cor_flows_vec, dim = 144, dispstr = "un") Then I created a multivariate distribution with our defined c