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mgpd (version 1.99)

ml_mix: internal

Description

internal use only

Usage

ml_mix(param, dat, mlmax = 1e+15, fixed = FALSE, ...)

Arguments

param
dat
mlmax
fixed
...

Value

  • internal use only

Details

internal use only

References

internal use only

See Also

internal use only

Examples

Run this code
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (param, dat, mlmax = 1e+15, fixed = FALSE, ...) 
{
    loglik = mlmax
    hxy = NA
    x = dat[, 1]
    y = dat[, 2]
    error = FALSE
    mux = param[1]
    muy = param[4]
    sigx = param[2]
    sigy = param[5]
    gamx = param[3]
    gamy = param[6]
    alpha = 1
    mu = function(x, y) 1/x + 1/y - alpha/(x + y)
    dxdymu = function(x, y) -2 * alpha/(x + y)^3
    if (sigx < 0 | sigy < 0) 
        error = TRUE
    if (fixed == TRUE) {
        mux = 0
    }
    if (error) 
        loglik = mlmax
    if (!error) {
        tx = (1 + gamx * (x - mux)/sigx)^(1/gamx)
        ty = (1 + gamy * (y - muy)/sigy)^(1/gamy)
        tx0 = (1 + gamx * (-mux)/sigx)^(1/gamx)
        ty0 = (1 + gamy * (-muy)/sigy)^(1/gamy)
        dtx = (1/sigx) * pmax((1 + gamx * (x - mux)/sigx), 0)^(1/gamx - 
            1)
        dty = (1/sigy) * pmax((1 + gamy * (y - muy)/sigy), 0)^(1/gamy - 
            1)
        c0 = -mu(tx0, ty0)
        hxy = 1/c0 * dxdymu(tx, ty) * dtx * dty
        hxy = as.numeric(hxy * (1 - ((x < 0) * (y < 0))))
        loglik = -sum(log(hxy))
    }
    if (min(1 + gamx * (x - mux)/sigx) < 0) 
        loglik = mlmax
    if (min(1 + gamy * (y - muy)/sigy) < 0) 
        loglik = mlmax
    loglik
  }

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