Issue while running RVineMLE

[sudhan77]

I get the following error while using the package running the RVineMLE . I am unable to understand the error. Is it a bug or some issue with my usage. Pls help.

mle = RVineMLE(data=dataAsk, RVM, start=0, start2=0, maxit=200, grad=TRUE, hessian=TRUE, se=TRUE) Error in if (Copula.Types[i] == 5) { : missing value where TRUE/FALSE needed

[tnagler]

Difficult to say without seeing your RVM, but RVM$family is very likely containing NA in places where it shouldn't. Could you show me the content of RVM?

[sudhan77]

I agree. and my suspicion is from the fact the RVineSeqEst gives me all independence copula in all trees. Below is the content of RVM. Thanks Matrix=matrix(c(6, 0, 0, 0, 0, 0,5, 5, 0, 0, 0, 0,3, 4, 4, 0, 0, 0,4, 3, 3, 3, 0, 0,1, 1, 2, 2, 2, 0, 2, 2, 1, 1, 1, 1), 6, 6, byrow = TRUE) family = array(0, dim = dim(Matrix)) par = array(NA, dim = dim(Matrix)) par2 = array(NA, dim = dim(Matrix)) RVM = RVineMatrix(Matrix = Matrix, family = family, par = par, par2 = par2, names = c("PS", "ST", "AS", "VO", "ALAM", "AM"), check.pars = TRUE)

[tnagler]

OK, #50 will make RVineMLE() safe in this case. But do you really want to call RVineMLE() on an RVM that contains only independence copulas (hence no parameters to optimize over)?

By the way: RVineSeqEst() will always return the same families that were supplied by the user. If you want the families to be selected automatically, you should use RVineCopSelect() or RVineStructureSelect().

[sudhan77]

Thanks.

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On Fri, Oct 20, 2017 at 4:04 AM, Thomas Nagler notifications@github.com wrote:

Closed #49 https://github.com/tnagler/VineCopula/issues/49.

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