FactorCopulaModel (version 0.1.1)

ml1factor: max likelihood (min negative log-likelihood) for 1-factor copula model

Description

min negative log-likelihood for 1-factor copula model

Usage

ml1factor(nq,start,udata,dcop,LB=0,UB=1.e2,prlevel=0,mxiter=100)

Value

nlm object with minimum, estimate, hessian at MLE

Arguments

nq

number of quadrature points

start

starting point (d-vector or m*d vector, e.g. 2*d vector for BB1)

udata

nxd matrix of uniform scores

dcop

name of function for a bivariate copula density (common for all variables)

LB

lower bound on parameters (scalar or same dimension as start)

UB

upper bound on parameters (scalar or same dimension as start)

prlevel

printlevel for nlm()

mxiter

maximum number of iteration for nlm()

Examples

# See example in r1factor()