Displaying 1 result from an estimated 1 matches for "vinecopula".
2017 Aug 06
1
Help with optim function in R, please?
...ght by the logliklihood function and maximize it (M-step)
Then, I would like to take the new values of the parameter (from M-step) and plug it in the weight, to get a new value of the weight. Then, iterate till converges.
I tried the following code, but it does not work.
library(copula)
library(VineCopula)
## to generate the data
set.seed(123)
cp <- mixCopula(list(frankCopula(4),claytonCopula(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)...