[R] Fitting Data to tCopula
aat
adam_6242 at yahoo.com
Wed Mar 7 19:04:19 CET 2007
Hello,
Has anyone successfully fit empirical data to a tCopula using the fitCopula
function? If so, are there ways to pick intelligent starting values to
avoid the errors such as a minor matrix not being positive definite and the
initial value of 'vmmin' not being finite?
I've been able to fit a normal Copula to my data, but am having diffuculty
with the tCopula. Any suggestions are greatly appreciated.
Thank you.
Adam
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