pliouv.opt: Internal code for the copula likelihood function of Liouville...
In lcopula: Liouville Copulas
pliouv.opt R Documentation
Internal code for the copula likelihood function of Liouville copulas
Description
The function is used internally for optimization.
Usage
pliouv.opt(theta, data, family, alphavec, MC.approx = TRUE)
Arguments
theta
parameter of the corresponding Archimedean copula
data
sample matrix from a Liouville copula
family
family of the Liouville copula. Either "clayton", "gumbel", "frank", "AMH" or "joe"
alphavec
vector of Dirichlet allocations (must be a vector of integers)
MC.approx
whether to use Monte-Carlo approximation for the inverse survival function (default is TRUE)
Value
value of marginal density
lcopula documentation built on April 21, 2023, 9:07 a.m.
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| pliouv.opt | R Documentation |
Internal code for the copula likelihood function of Liouville copulas
Description
The function is used internally for optimization.
Usage
pliouv.opt(theta, data, family, alphavec, MC.approx = TRUE)
Arguments
theta |
parameter of the corresponding Archimedean copula |
data |
sample matrix from a Liouville copula |
family |
family of the Liouville copula. Either |
alphavec |
vector of Dirichlet allocations (must be a vector of integers) |
MC.approx |
whether to use Monte-Carlo approximation for the inverse survival function (default is |
Value
value of marginal density
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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