Displaying 2 results from an estimated 2 matches for "b2hat".
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2bhat
2010 Jun 10
0
error message fitting tcopula
...round(rho,2)
rbind(mm,vv)
b1.0 <- c(mm[1]^2/vv[1], vv[1]/mm[1])
b2.0 <- c(mm[2]^2/vv[2], vv[2]/mm[2])
a.0 <- sin(cor(dat[, 1], dat[, 2], method = "kendall") * pi/2)
start <- c(b1.0, b2.0, a.0)
b1hat <- optim(c(1,5), fn = loglik.marg, x = dat[, 1], control = ctrl)$par
b2hat <- optim(c(1,5), fn = loglik.marg, x = dat[, 2], control = ctrl)$par
udat <- cbind(pgamma(dat[, 1], shape = b1hat[1], scale = b1hat[2]),pgamma(dat[, 2], shape = b2hat[1], scale = b2hat[2]))
> fit.ifl <- fitCopula(myCop.t, udat, method="mpl", c(1,5,1,5,8),estimate.variance...
2010 Jun 10
0
error message in fitting tcopula
...2)
rbind(mm,vv)
b1.0 <- c(mm[1]^2/vv[1], vv[1]/mm[1])
b2.0 <- c(mm[2]^2/vv[2], vv[2]/mm[2])
a.0 <- sin(cor(dat[, 1], dat[, 2], method = "kendall") * pi/2)
start <- c(b1.0, b2.0, a.0)
b1hat <- optim(c(1,5), fn = loglik.marg, x = dat[, 1], control =
ctrl)$par
b2hat <- optim(c(1,5), fn = loglik.marg, x = dat[, 2], control =
ctrl)$par
udat <- cbind(pgamma(dat[, 1], shape = b1hat[1], scale =
b1hat[2]),pgamma(dat[, 2], shape = b2hat[1], scale = b2hat[2]))
> fit.ifl <- fitCopula(myCop.t, udat, method="mpl",
c(1,5,1,5,8),estimate.vari...