LoglikNCSCop: Log-likelihood of a non-central squared copula

In NCSCopula: Non-Central Squared Copula Models Estimation

Description

This function computes the log-likelihood vector of a non-central squared copula

Usage

LoglikNCSCop(alpha, U, family, p = 2)

Arguments

alpha	unconstrained non-centrality parameters a1, a2, and unconstrained copula parameters.
U	(nx2) data matrix of pseudo-observations.
family	'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'.
p	number of different non-centrality parameters (0,1,2 default).

Value

LL	Vector of log-likelihoods

Author(s)

Bouchra R. Nasri, August 14, 2019

Examples

alpha = c(log(0.2),log(5),log(2),log(12));
param = c(0.5,2.5,0.5);
data = SimNCSCop('Clayton', 250, param);
LL = LoglikNCSCop(alpha,data,'Clayton')

NCSCopula documentation built on Dec. 1, 2019, 1:21 a.m.