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Numerical stability for Gumbel copula with huge parameter #62

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tnagler opened this issue Nov 11, 2019 · 1 comment

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tnagler commented Nov 11, 2019

BiCopPDF(0.002115107, 0.002104631, 14, 63.3)
#> [1] NaN

The text was updated successfully, but these errors were encountered:

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tnagler commented Nov 25, 2019

Seems like the parameter needs to be restricted to [1, 50].

tnagler pushed a commit that referenced this issue


          restrict Gumbel parameter to [1, 50] (solves #62)

ee41e89

tnagler closed this as completed

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