.pliouv.opt_old {lcopula} | R Documentation |
Old code for the copula likelihood function for Liouville copulas
Description
The function is used internally for optimization.
Usage
.pliouv.opt_old(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
[Package lcopula version 1.0.7 Index]