search for: ptobit

Displaying 1 result from an estimated 1 matches for "ptobit".

Did you mean: probit
2013 Apr 21
1
Using copulas with user-defined marginal functions
...am trying to use mvdc to find the density function. When I run this I got the error that the pdf and cdf of my function tobit doesn't exist. Can somebody guide me where my mistake is? dtobit <- function(beta,sigma, x, y) {ifelse(y>0, dnorm(y,x%*%beta, sigma),(1-pnorm((x%*%beta)/sigma)))} ptobit <- function(beta,sigma, x, y) {ifelse(y>0, pnorm((y-x%*%beta)/sigma),(1-pnorm((x%*%beta)/sigma)))} myMvdc <- mvdc(copula = ellipCopula("normal", param = c(rho12, rho13, rho23),dim = 3, dispstr = "un"), margins = c("tobit", "tobit", "tobi...