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Last data update: 2014.03.03

R: Internal code for the copula likelihood function for...

pliouv.opt

R Documentation

Internal code for the copula likelihood function for Liouville copulas

The function is used internally for optimization.

pliouv.opt(theta, data, family, alphavec, MC.approx = T)

`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 of marginal density