calculating VAR of a (Gumbel) copula

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calculating VAR of a (Gumbel) copula

Yvette
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Re: calculating VAR of a (Gumbel) copula

David Winsemius

On Sep 18, 2011, at 5:51 AM, Iva wrote:

> Hello,
>
> I am a new user of R (2.13.1), my operational system is Windows Vista.
>
> I have a problem with the attached file SFEVaRHAC.r, calculating the  
> VAR of
> a Gumbel copula, based on the attached  
> GumHAC_VaR_PL_w250_n1000_s2500.txt
>
> 1.  I had a Error in file(file, "rt") : cannot open the connection  
> message.
> I solved it by reading a post in nabble to use setwd(choose.dir())  
> and
> read.table(file.choose()) and point the location of each file  
> directly.
>
> 2. However, there is some other error - as I run the code now I get an
> output:* Null Devise 1*
>
> I am 100 % sure I have installed the used packages correctly and I  
> don't
> have any idea what is wrong.

Maybe nothing?

>
> Could somebody help me with this issue?


Perhaps the procedure succeeded and you are misinterpreting the  
console message about the current active device (in your case the NULL  
device) and in my case R says this:
 >     dev.off()
quartz
      2

Have you checked you working directory to see what "PL_VaR_Gumbel  
3D_0.05.pdf" file looks like?

--
David.

>
> Best,
> Iva
> http://r.789695.n4.nabble.com/file/n3821566/SFEVaRHAC.r SFEVaRHAC.r
> http://r.789695.n4.nabble.com/file/n3821566/GumHAC_VaR_PL_w250_n1000_s2500.txt
> GumHAC_VaR_PL_w250_n1000_s2500.txt
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/calculating-VAR-of-a-Gumbel-copula-tp3821566p3821566.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
West Hartford, CT

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Re: calculating VAR of a (Gumbel) copula

Yvette
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