Hi guys, so I'm trying to use copula on Rmd but am coming across a lot of issues with the formula:
- Error: could not find function "pobs", for example
I have already installed the packages before by typing this:
install.packages("VineCopula")
u <- pobs(as.matrix(cbind(cree,yahoo)))[,1]
v <- pobs(as.matrix(cbind(cree,yahoo)))[,2]
selectedCopula <- BiCopSelect(u,v,familyset=NA)
selectedCopula
Can someone please help me out? It is quite urgent.
Code based off this link: https://www.r-bloggers.com/modelling-dependence-with-copulas-in-r/
Thanks in advance