Numerical stability for Gumbel copula with huge parameter

tnagler / VineCopula

Statistical inference of vine copulas

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Closed tnagler closed 4 years ago

tnagler commented 4 years ago

BiCopPDF(0.002115107, 0.002104631, 14, 63.3)
#> [1] NaN

tnagler commented 4 years ago

Seems like the parameter needs to be restricted to [1, 50].