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tau2
2017 Aug 06
1
Help with optim function in R, please?
...=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 <- tau_2 / sum(tau_1 + tau_2)
??? up_pi1 <- sum(Tau_1)/ 100
??? up_pi2 <- sum(Tau_2) / 100
??? # Tau <- c(Tau_1, Tau_2)
??? ll <- (-sum(Tau_1*dCopula(data,copula[[1]],log=T)))
??? #ll_1...