GenOrd (version 2.0.0)

logLfull: Log-likelihood function for the t-copula-based model

Description

Log-likelihood function for the t-copula-based model to be used for estimation in the bivariate case

Usage

logLfull(arg, x)

Value

the value of the log-likelihood function

Arguments

arg

a vector containing the values of rho, of the \(m_1\) marginal probabilities for rv \(X[1]\), of the \(m_2\) marginal probabilities for rv \(X[2]\), and, finally, of df

x

a matrix with two columns containg the discrete data

Author

Alessandro Barbiero, Pier Alda Ferrari

See Also

estcontord

Examples

x1 <- c(rep(0,223),rep(1,269),rep(2,8))
x2 <- c(rep(0,153), rep(1,70), rep(0,75),rep(1,187),
        rep(2,7),rep(0,2),rep(1,4),rep(2,2))
cor(x1,x2)
x<-cbind(x1,x2)
logLfull(arg=c(0.5,rep(c(0.45,0.5,0.05),2),5), x=x)