Displaying 1 result from an estimated 1 matches for "reichenb".
2009 Sep 23
1
Maximum Likelihood Est. regarding the degree of freedom of a multivariate skew-t copula
...the value of the loglikelihood-function
purple the starting parameters and the optim()
PROBLEM: Executing the likelihood-function by it self takes half a minute. The optim() even longer. But I need several iterations. (maybe 1000 or even more) Is there a way to make it faster????
THX, John Reichenb?cher
PS: The attachment are the time series, that are used
data<-read.table("NIKKEI.txt", header=T)
attach(data)
data<-read.table("DAX.txt", header=T)
attach(data)
my_dax<-mean(dax)
sd_dax<-sqrt(var(dax))
my_nik<-mean(nik)
sd_nik<-sqrt(var(nik))
P_dax&l...