Frank-copula的拟合优度检验
我正在对一个二元数据的Clayton copula进行拟合优度检验，但对某些对似乎不起作用 这是我的密码Frank-copula的拟合优度检验,r,goodness-of-fit,R,Goodness Of Fit,我正在对一个二元数据的Clayton copula进行拟合优度检验，但对某些对似乎不起作用 这是我的密码 y= c(0.7305614, 0.4515401, 0.6796660, 1.7711524, 1.0902400, 0.4503614,0.7979320, 1.6557964, 0.9069130,0.5515810, 0.9192307, 1.7964505, 1.1675200, 0.8260845, 0.9167510, 1.0687799, 1.6080043, 1.4201
y= c(0.7305614, 0.4515401, 0.6796660, 1.7711524, 1.0902400, 0.4503614,0.7979320, 1.6557964, 0.9069130,0.5515810, 0.9192307, 1.7964505, 1.1675200, 0.8260845, 0.9167510, 1.0687799, 1.6080043, 1.4201200,0.7370520, 1.6030000, 1.1472600, 0.8493280, 0.9697520, 0.9475010, 0.9123560, 1.5667700, 0.9173190, 1.5305700, 0.8480182, 0.6554011, 1.3853024, 1.2135674, 0.5805165, 0.8782450, 0.7376450)
x=c(0.62, 0.25, 0.14, 0.07, 0.33, 0.03, 0.44, 0.04, 0.21, 0.67, 0.13, 0.20, 0.24, 0.23, 0.33, 0.41, 0.30, 0.04, 0.32, 0.04, 0.21, 0.12, 0.23, 0.12, 0.36, 0.27, 0.18, 0.41, 0.02, 0.23, 0.31, 0.23, 0.16, 0.30, 0.89)
u=pobs(cbind(x,y))
cc=claytonCopula(dim=2)
rcc=gofCopula(cc,u,estim.method="mpl",simulation= "mult")