如下数据做fitCopula,程序如下：

gumbel.cop <- gumbelCopula(2, dim=2)

n <-  64

set.seed(7)

u <- pobs(i) ## pseudo-observations

## inverting Kendall's tau

fit.tau <- fitCopula(gumbel.cop, u, method="itau")

Fit.tau

运行出现以下结果，换irho方法也是如此。

Warning message:

In .local(copula, tau, ...) : tau is out of the range [0, 1]

请问如此解决？


i 数据如下
      price    yield
1  3.141162 7868.253
2  3.068937 7845.640
3  2.799222 8157.695
4  2.869538 8310.329
5  2.798941 8421.146
6  2.784508 4516.865
7  2.631480 7759.953
8  2.672698 6878.027
9  2.631026 7061.401
10 2.671348 6386.336
11 2.711004 6088.670
12 2.723032 4943.231
13 2.734695 4770.581
14 2.719336 5436.539
15 2.677411 5471.481
16 2.741167 5271.635
17 2.830169 5647.688
18 2.787643 6230.975
19 2.771283 5770.092
20 2.729142 5738.470
21 2.738463 5411.039
22 2.696573 6142.591
23 2.680254 6190.749
24 2.714181 5883.183
25 2.497708 5922.834
26 2.482277 6448.218
27 2.590184 6484.386
28 2.573976 6226.175
29 2.606491 5595.818
30 2.589984 6577.799
31 2.525386 6953.116
32 2.485315 6756.878
33 2.493056 7014.865
34 2.406152 7419.046
35 2.390500 7324.737
36 2.398158 7483.877
37 2.451800 7086.514
38 2.412648 7368.606
39 2.396661 6732.386
40 2.358040 6911.050
41 2.364807 6796.700
42 2.326574 6936.990
43 2.310908 6476.960
44 2.317361 6399.233
45 2.301644 6155.760
46 2.329523 6619.545
47 2.573089 6061.369
48 2.598414 6042.046
49 2.623216 6711.328
50 2.711041 6011.746
51 3.281251 6029.221
52 3.300293 6672.952
53 3.277368 6599.166
54 3.275145 5852.900
55 3.211374 6019.017
56 3.148285 6297.063
57 3.166550 6257.293
58 3.104248 6202.137
59 3.062509 6397.752
60 3.040910 6624.078
61 3.039031 6548.439
62 3.017523 6263.037
63 3.015462 6432.206
64 2.994054 6388.459