R/lv_frank.R

Defines functions lv.frank

#' @title Log likelihood function for a Frank copula
#' @description Returns the log likelihood value.
#' @param par Copula parameter value.
#' @param U values for u and v.

lv.frank <- function(par,U){
  copula <- frankCopula(param = par, dim = 2)
  value <- sum(log(dCopula(U,copula)))
  return(value)
}

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MLCOPULA documentation built on Oct. 24, 2024, 1:06 a.m.