我在用正态,t和GJC-copula进行时变copula拟合时,需要进行迭代运算,但在GJC-copula迭代时,赋的初值是
beta=c(-10,0,0,-10,0,0),经过迭代运算函数a=optim(beta,density.gjccopula,method=c("BFGS"),hessian=T),为什么总是出现下列错误:
Error in optim(beta, density.gjccopula, method = c("BFGS"), hessian = T) :
initial value in 'vmmin' is not finite
In addition: There were 32 warnings (use warnings() to see them),
是所赋的初值不合适吗?