copula package error when gumbel parameter is close to bound.

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copula package error when gumbel parameter is close to bound.

Jeremie Juste
Hello,

In a situation where the dimension is high and the parameter is close to
the bound computing the density of the gumbel copula throws the following
error.

library(copula)
dCopula(rep(0.5,127),gumbelCopula(1.19,127),log=TRUE)

Loading required namespace: Rmpfr
Failed with error:  ‘there is no package called ‘Rmpfr’’
Error: requireNamespace("Rmpfr") is not TRUE


It does not seem to be a ploblem with lower dimension though

dCopula(rep(0.5,17),gumbelCopula(1.19,17),log=TRUE)

[1] 2.402906

I'm I missing something about the computation?

Best regards
--
Jeremie Juste

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Re: copula package error when gumbel parameter is close to bound.

Jeremie Juste
Hello

> Berwin A Turlach <[hidden email]> writes:

> That you don't have the package Rmpfr installed?  And it seems to be
> needed for the higher dimension.  On my machine it works:
>


Thanks for the lead,

Best regards,
Jeremie

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