mgpd (version 1.99)

ml_taj: internal

Description

internal use only

Usage

ml_taj(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

##---- 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]
    a = param[7]
    b = param[8]
    mu = function(x, y) ((1/x)^(2 * a) + 2 * (1 + b) * (1/x/y)^(a) + 
        (1/y)^(2 * a))^(1/2/a)
    dxdymu = function(x, y) (1/4) * ((1/x)^(2 * a) + (2 * (1 + 
        b)) * (1/(x * y))^a + (1/y)^(2 * a))^(1/(2 * a)) * (-(2 * 
        (1 + b)) * (1/(x * y))^a * a/y - 2 * (1/y)^(2 * a) * 
        a/y) * (-2 * (1/x)^(2 * a) * a/x - (2 * (1 + b)) * (1/(x * 
        y))^a * a/x)/(a^2 * ((1/x)^(2 * a) + (2 * (1 + b)) * 
        (1/(x * y))^a + (1/y)^(2 * a))^2) + ((1/x)^(2 * a) + 
        (2 * (1 + b)) * (1/(x * y))^a + (1/y)^(2 * a))^(1/(2 * 
        a)) * a * (1 + b) * (1/(x * y))^a/(y * x * ((1/x)^(2 * 
        a) + (2 * (1 + b)) * (1/(x * y))^a + (1/y)^(2 * a))) - 
        (1/2) * ((1/x)^(2 * a) + (2 * (1 + b)) * (1/(x * y))^a + 
            (1/y)^(2 * a))^(1/(2 * a)) * (-2 * (1/x)^(2 * a) * 
            a/x - (2 * (1 + b)) * (1/(x * y))^a * a/x) * (-(2 * 
            (1 + b)) * (1/(x * y))^a * a/y - 2 * (1/y)^(2 * a) * 
            a/y)/(a * ((1/x)^(2 * a) + (2 * (1 + b)) * (1/(x * 
            y))^a + (1/y)^(2 * a))^2)
    if (sigx < 0 | sigy < 0 | a < 1 | b <= -1 | (b > (2 * a - 
        2))) 
        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
  }