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tnagler / VineCopula

Statistical inference of vine copulas
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Parameter - error given for rotated Gumbel and Clayton copulas #84

Closed simbrant closed 1 year ago

simbrant commented 1 year ago

The following code produces the errors

" Error: In VineCopula::BiCopDeriv: The parameter of the rotated Clayton copula has to be be in the interval [-28,0) " and, " Error: In VineCopula::BiCopDeriv: The parameter of the rotated Gumbel copula has to be in the interval [-17,-1]. "

u <- cbind(runif(100), runif(100))

VineCopula::BiCopDeriv( u[, 1], u[, 2], "33", par = -1)

VineCopula::BiCopDeriv( u[, 1], u[, 2], "23", par = -1)

VineCopula::BiCopDeriv( u[, 1], u[, 2], "34", par = -5)

VineCopula::BiCopDeriv( u[, 1], u[, 2], "24", par = -5)

tnagler commented 1 year ago

The family argument should be passed as number (like 23), not character (like "23"). I'll add better error messages for the next version of the package.