likBiv.T: Likelihood Function for T Left Censored Data

In senresearch/lcest: Left Censored Estimates

Description

This function is the maximum likelihood function of bivariate T distributed, left censored data.

Usage

likBiv.T(thetaT, cenData, df)

Arguments

thetaT	transformed vector of parameters to optimize such that c(xmu, ymu, log(xsig), log(ysig), tanh(r)).
cenData	matrix of data in which first two columns hold data values for x and y and the second two columns hold flags for censoring such that 1 implies censored and 0 implies not censored.
df	Degrees of Freedom must be greater than 3 and an integer.

Value

calculated maximum likelihood function for optimazation using optim.

senresearch/lcest documentation built on Jan. 14, 2022, 5:29 p.m.