我做的copula两变量的参数估计,其中一个边缘分布也是copula分布,出现下面的情况:
> gumbel.cop1<- gumbelCopula(1.730908, dim =2)
> gumbel.cop2 <- gumbelCopula(4.55, dim = 2)
> myMvd<-mvdc(gumbel.cop1, c("pearsonIII", "Copula"), list(list(shape=1.408, location=0.3986, scale = 0.9341), list(copula = gumbel.cop2)))
> x<-read.table("三口洪量.txt")
> x<-t(x)
> x0<-matrix(x,159,3)
> fit<-fitMvdc(x0, myMvd, c(1.408,0.3986,0.9341,4.55))
错误于fitMvdc(x0, myMvd, c(1.408, 0.3986, 0.9341, 4.55)) :
The dimensions of the data and copula do not match.
> fit
错误: 找不到对象'fit'
3变量Copula参数的估计