R and Copula

hi meeryana,

may be this time nobnody is responding. but dont worry you will get a lot 
of help eventually, so always post a copy to the mailing list.
The reason is there are a lot many newbies, although i am also not so old 
enough, who have even the simplest questions but are hesitant to ask.
the objective of the list is to help, and thus feel free to ask, stand and 
contribute :-) i hope you will understand not today then tomorrow as you 
will get associated with the mailing list more closely. Personally i have 
found friends here. Further, never post a mail with a loose subject and 
secondly try to maintain the thread i.e. reply to the mail which you want 
to reply(for more details refer to the posting guide) :-) that would 
really help. 

Yes now regarding your question :-) 

Step1 : List of all packages can be found at this link :-)
http://cran.r-project.org/src/contrib/PACKAGES.html
Step2: Click on the package you want to install :-) 
http://cran.r-project.org/src/contrib/Descriptions/copula.html
Step3: Then download the binary of your Operating system. If windows then 
download corresponding zip file.
for copula it is
 http://cran.r-project.org/bin/windows/contrib/r-release/copula_0.5-3.zip
save zip file on your system
Step4 Open your R rpogram
Step5: Goto Packages -> Install packages from Local Zip file
Step6: Select your package zip file which you want to install
Step7: Sit back and relax
Step8: load the library using library(LibraryName) on R prompt

There are alternate ways of installing the package directly from R prompt. 
It didn't worked for me a long time back, so  i always adopt this method.
Somebody on the list may help you in this regards :-)

bye and learn
Join and stand with Open Source and R community
Cheers and Chiao, Welcome
-gaurav



dear Mr. Yadav,

I want to thank for help, 
and for that you are only who is willing to help,
but I have one question:
because I'm new with R project also, I think I should install a package 
for copula.
I have only installed R program.
How should I install this package? And is it what I have also to do with 
credit metrics, Value at Risk, matix and the other formulas, I mean 
install packages.

I hope that you have a little time for me and my problem, and I hope I'm 
not disturbing you.
thank you for all you can do for me 

and 

best regards,

Mirjana




gyadav wrote:

hi

see the code below i hope this will make your understanding of copulas 
better
this code plots two normal distribution and their joint distribution 
N[0,2] & N[0,4]

HTH

######################code################################
library("copula")
###################copy in two parts in R#################

##################PART A##################################
## construct a bivariate distribution whose marginals
## are normal and Normal respectively, coupled
## together via a normal copula
op <- par(mfrow = c(2, 2), # 2 x 2 pictures on one plot
          pty = "s")       # square plotting region,
                           # independent of device size

x <- mvdc(normalCopula(0.75), c("norm", "norm"),
list(list(mean = 0, sd =2),list(mean = 0, sd =4)))
x.samp <- rmvdc(x, 10000)
par(mfrow=c(2,3))
hist(x.samp[,1],xlab="Normal")
hist(x.samp[,2],xlab="Normal")
plot(x.samp[,2],x.samp[,1],pch=21,xlab="Normal",ylab="Normal")

plot(dmvdc(x, x.samp))
plot(pmvdc(x, x.samp))

## At end of plotting, reset to previous settings:


###########################PART B#######################
par(op)
for (i in seq(1:360)){
persp(x, dmvdc, xlim = c(-4, 4), ylim=c(0, 1),theta=i)
}


Regards,

Gaurav Yadav
+++++++++++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: emailtogauravyadav at gmail.com
Bhagavad Gita:  Man is made by his Belief, as He believes, so He is



copula <meeryana at yahoo.com> 
Sent by: r-help-bounces at stat.math.ethz.ch
07/17/2007 12:53 PM

To
r-help at stat.math.ethz.ch
cc

Subject
Re: [R] R and Copula







it would be great when somebody will help me
thanks


copula wrote:

hi,
first I want to say that I'm new here, and new with copula and R.

That is the reason why I'm writing, if somebody can help me. 

I have to make an example of Copula. 
On internet I've found this forum and that copula can calculate with R.

Can somebody help me with the thing how can I start and where can read
about these stuffs.

Thank to all who can help!

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I have installed fast all packages for copula,
I have installed package 'gnml' and the others from the Jim Lindsey's web
site and the other packages like 'repeted' which is necessary for
calculating copula.
 
but when I start with copula it write: 
'gausscop' function is not found. And also 'fitted.gausscop(z)' and
'residuals.gausscop(z)'.

also what I want to say is: when I have installed package 'repeted' from Jim
Lindsey's web site in R project, this what I have received: 
 
"utils:::menuInstallLocal()
updating HTML package descriptions"

what have I to do next to solve this problem and to continue with copula.


Thanks a lot for previous help!


 

  

gyadav wrote:
  

hi meeryana,

may be this time nobnody is responding. but dont worry you will get a lot 
of help eventually, so always post a copy to the mailing list.
The reason is there are a lot many newbies, although i am also not so old 
enough, who have even the simplest questions but are hesitant to ask.
the objective of the list is to help, and thus feel free to ask, stand and 
contribute :-) i hope you will understand not today then tomorrow as you 
will get associated with the mailing list more closely. Personally i have 
found friends here. Further, never post a mail with a loose subject and 
secondly try to maintain the thread i.e. reply to the mail which you want 
to reply(for more details refer to the posting guide) :-) that would 
really help. 

Yes now regarding your question :-) 

Step1 : List of all packages can be found at this link :-)
http://cran.r-project.org/src/contrib/PACKAGES.html
Step2: Click on the package you want to install :-) 
http://cran.r-project.org/src/contrib/Descriptions/copula.html
Step3: Then download the binary of your Operating system. If windows then 
download corresponding zip file.
for copula it is
 http://cran.r-project.org/bin/windows/contrib/r-release/copula_0.5-3.zip
save zip file on your system
Step4 Open your R rpogram
Step5: Goto Packages -> Install packages from Local Zip file
Step6: Select your package zip file which you want to install
Step7: Sit back and relax
Step8: load the library using library(LibraryName) on R prompt

There are alternate ways of installing the package directly from R prompt. 
It didn't worked for me a long time back, so  i always adopt this method.
Somebody on the list may help you in this regards :-)

bye and learn
Join and stand with Open Source and R community
Cheers and Chiao, Welcome
-gaurav



dear Mr. Yadav,

I want to thank for help, 
and for that you are only who is willing to help,
but I have one question:
because I'm new with R project also, I think I should install a package 
for copula.
I have only installed R program.
How should I install this package? And is it what I have also to do with 
credit metrics, Value at Risk, matix and the other formulas, I mean 
install packages.

I hope that you have a little time for me and my problem, and I hope I'm 
not disturbing you.
thank you for all you can do for me 

and 

best regards,

Mirjana




gyadav wrote:
    

hi

see the code below i hope this will make your understanding of copulas 
better
this code plots two normal distribution and their joint distribution 
N[0,2] & N[0,4]

HTH

######################code################################
library("copula")
###################copy in two parts in R#################

##################PART A##################################
## construct a bivariate distribution whose marginals
## are normal and Normal respectively, coupled
## together via a normal copula
op <- par(mfrow = c(2, 2), # 2 x 2 pictures on one plot
          pty = "s")       # square plotting region,
                           # independent of device size

x <- mvdc(normalCopula(0.75), c("norm", "norm"),
list(list(mean = 0, sd =2),list(mean = 0, sd =4)))
x.samp <- rmvdc(x, 10000)
par(mfrow=c(2,3))
hist(x.samp[,1],xlab="Normal")
hist(x.samp[,2],xlab="Normal")
plot(x.samp[,2],x.samp[,1],pch=21,xlab="Normal",ylab="Normal")

plot(dmvdc(x, x.samp))
plot(pmvdc(x, x.samp))

## At end of plotting, reset to previous settings:


###########################PART B#######################
par(op)
for (i in seq(1:360)){
persp(x, dmvdc, xlim = c(-4, 4), ylim=c(0, 1),theta=i)
}


Regards,

Gaurav Yadav
+++++++++++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: emailtogauravyadav at gmail.com
Bhagavad Gita:  Man is made by his Belief, as He believes, so He is



copula <meeryana at yahoo.com> 
Sent by: r-help-bounces at stat.math.ethz.ch
07/17/2007 12:53 PM

To
r-help at stat.math.ethz.ch
cc

Subject
Re: [R] R and Copula







it would be great when somebody will help me
thanks


copula wrote:
      

hi,
first I want to say that I'm new here, and new with copula and R.

That is the reason why I'm writing, if somebody can help me. 

I have to make an example of Copula. 
On internet I've found this forum and that copula can calculate with R.

Can somebody help me with the thing how can I start and where can read
about these stuffs.

Thank to all who can help!




        

-- 
View this message in context: 
http://www.nabble.com/R-and-Copula-tf4085867.html#a11644534
Sent from the R help mailing list archive at Nabble.com.

============================================================================================
    

DISCLAIMER AND CONFIDENTIALITY CAUTION:\ \ This message and 
      

...{{dropped}}
    

Quoted from:  http://www.nabble.com/R-and-Copula-tf4085867.html#a11645614




============================================================================================
DISCLAIMER AND CONFIDENTIALITY CAUTION:\ \ This message and ...{{dropped}}