Displaying 1 result from an estimated 1 matches for "ber2".
Did you mean:
ber
2009 Sep 23
1
Maximum Likelihood Est. regarding the degree of freedom of a multivariate skew-t copula
...dax,mean=my_dax, sd=sd_dax)
P_nik<-pnorm(nik,mean=my_nik, sd=sd_nik)
xi<-vector(length=2)
Omega <- matrix(nrow=2, ncol=2)
alpha<-vector(length=2)
u1<-vector(length=length(P_dax))
u2<-vector(length=length(P_nik))
xi<-c(0,0)
Omega<-diag(2)
alpha<-c(0,0)
ber1<-c(-25,25)
ber2<-c(-25,25)
z<-vector(length=length(P_dax))
s<-0
for(i in 2:length(P_dax)) {
for(j in 1:(i-1)) {
s<-s+sign((P_dax[j]-P_dax[i])*(P_nik[j]-P_nik[i]))
}
}
s<-s/choose(length(P_dax),2)
ndiag<-sin(pi*s/2)
Omega[2,1]<-Omega[1,2]<-ndiag
c_density <- function(v) {
df<...