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Dear R experts, I have 5 time series of data (A, B, C, D and E) with all same lengths. All series exhibit gamma distribution except for B which is lognormal distribution. I am using copula package to model the...
Dear Martin, Thank you for the solutions. I've tried as per your codes and my problem solved :) Thanks a lot! Best regards, Isaudin On Tue, Aug 23, 2016 at 9:06 AM, Martin Maechler <maechler at stat.math.ethz...
Dear Martin, Following my earlier question on "error while fitting gumbel copula", I have also crated a new gist at https://gist.github.com/anonymous/ 0bb8aba7adee550d40b840a47d8b7e25 for easy checking and copying codes. I got no problem fitting other Archimedean copulas...
Dear Dr. Martin, I'm glad that you replied to my queries. As advised, I have prepared the following: library(copula) # 5 series of data, A, B, C, D and E A <- c(0.849420849, 0.900652985, 0.97144217, 0...
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