• R语言
  • 3变量Copula参数的估计

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'