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SemiParBIVProbit (version 3.2-11)

bprobgHsSSBB: Internal Function

Description

It provides the log-likelihood, gradient and observed information matrix for penalized or unpenalized maximum likelihood optimization, for the non-random sample selection model case. Possible bivariate distributions are four Archimedean copulas with two parameters, namely the Clayton-Gumbel, Joe-Gumbel, Joe-Clayton and Joe-Frank. We refer to them as BB1, BB6, BB7 and BB8, respectively. Their rotated versions are available as well.

Arguments