Displaying 1 result from an estimated 1 matches for "loglikmvdc".
2010 Jun 09
0
fitting t copula
...- ellipCopula(family = "t", dim = 2, dispstr = "toep", param = 0.5, df = 8)
myCop.t
myMvd <- mvdc(copula = myCop.t, margins = c("gamma", "gamma"), paramMargins = list(list(mean = 0, sd = 2), list(mean = 0,
sd = 1)))
myMvd
dat <- stn_pos ## observed data
loglikMvdc(c(0, 2, 0, 1, 0.5,8), dat, myMvd) ## loglikelihood
mm <- apply(dat, 2, mean)
vv <- apply(dat, 2, var)
rho <- rcorr(stn_pos,type="spearman")[[1]]; 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[,...