[R] copula fitting

2014-06-01 Thread mudit gupta
Hi guys, i have three standardized residuals series derived from ar(1,1)-aparch(1,1). after that i used ecdf function to each of the three series. now i want to proceed with copula fitting using copula package. can anyone point me in the right direction as to the r code and goodness of fitness te

[R] copula fitting

2014-06-07 Thread mudit gupta
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]] __ R-help@r-project.org mailing list https://stat.ethz

[R] help

2012-06-01 Thread mudit gupta
hi, i am a newbie to R using rocr package to find out accuracy of a model using rpart > perf.acc <- max(cust.rp.perf.acc at y.values[[1]]) Error: unexpected symbol in ;perf.acc plot(cust.rp.perf.acc) >plot(cust.rp.perf.acc) how to interpret this graph on x-axis cutoff values and on y -values-accur