在R中用fitCopula()估计二元正态copula的参数,
cop.nor<- normalCopula(param=c(1), dim = 2, dispstr = "ex")
para.cop<-fitCopula(cop.nor,cbind(x,y),method="mpl",start=NULL,lower=NULL,upper=NULL,optim.control = list(NULL), optim.method = "BFGS", estimate.variance = TRUE)
得到以下结果:
fitCopula() estimation based on 'maximum pseudo-likelihood'
and a sample of size 501.
Estimate Std. Error z value Pr(>|z|)
rho.1 0.9917392 0.0007053 1406 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
The maximized loglikelihood is 977
Optimization converged
Number of loglikelihood evaluations:
function gradient
38 4
现在想把其中的参数提取出来,
最开始用$,结果被告知“para.cop$param : $ operator not defined for this S4 class”,因此换成了@,如下:
cop.nor<- normalCopula(param= para.cop@param, dim = 2, dispstr = "ex")
结果被告知:错误于stopifnot((pdim <- length(param)) >= 1, is.numeric(param)) :
"param"槽名不存在于"fitCopula"类别对象中,
现向各位大神请教:怎样才能顺利提取参数?