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optim
2017 Aug 06
1
Help with optim function in R, please?
...Copula(2)))
cop <- rCopula(100,cp)
x <- pobs(cop) ## this is the data
## my function including optim function
myfunc <- function(data,copula=list(frankCopula(4,dim=2), claytonCopula(0.5,dim=2)),maxit=200){
?
??# copula[[1]]@parameters <- par[1]
? # copula[[2]]@parameters <- par[2]
? optim_1 <- function(par, data.=data, copula.=copula){
??? copula[[1]]@parameters <- par[1]
??? copula[[2]]@parameters <- par[2]
??? tau_1 <- par[3]*dCopula(data,copula[[1]],log = F)
??? tau_2 <- par[4]*dCopula(data,copula[[2]],log=F)
??? Tau_1 <- tau_1 / sum(tau_1 + tau_2)
??? Tau_2 <-...