NCSCopula (version 1.0.1)

LoglikNCSCop: Log-likelihood of a non-central squared copula

Description

This function computes the log-likelihood vector of a non-central squared copula

Usage

LoglikNCSCop(alpha, U, family, p = 2)

Arguments

alpha

unconstrained non-centrality parameters a1, a2, and unconstrained copula parameters.

U

(nx2) data matrix of pseudo-observations.

family

'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'.

p

number of different non-centrality parameters (0,1,2 default).

Value

LL

Vector of log-likelihoods

Examples

# NOT RUN {
alpha = c(log(0.2),log(5),log(2),log(12));
param = c(0.5,2.5,0.5);
data = SimNCSCop('Clayton', 250, param);
LL = LoglikNCSCop(alpha,data,'Clayton')


# }