logL: Log-likelihood function for the t-copula-based model

In GenOrd: Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions via a Gaussian or Student's t Copula

Log-likelihood function for the t-copula-based model

Description

Log-likelihood function for the t-copula-based model to be used for estimation in the bivariate case

Usage

logL(arg, x)

Arguments

arg	a vector containing the values of rho and df
x	a matrix with two columns containg the discrete data

Value

the value of the log-likelihood function

Author(s)

Alessandro Barbiero, Pier Alda Ferrari

See Also

estcontord

Examples

x1 <- c(rep(0,223),rep(1,269),rep(2,8))
x2 <- c(rep(0,153), rep(1,70), rep(0,75),rep(1,187),
        rep(2,7),rep(0,2),rep(1,4),rep(2,2))
cor(x1,x2)
x<-cbind(x1,x2)
logL(arg=c(0.5,5), x=x)

GenOrd documentation built on Nov. 5, 2025, 7:31 p.m.