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Surrogate (version 3.3.3)

continuous_continuous_loglik: Loglikelihood function for continuous-continuous copula model

Description

continuous_continuous_loglik() computes the observed-data loglikelihood for a bivariate copula model with two continuous endpoints.

Usage

continuous_continuous_loglik(
  para,
  X,
  Y,
  copula_family,
  marginal_X,
  marginal_Y,
  return_sum = TRUE
)

Value

(numeric) loglikelihood value evaluated in para.

Arguments

para

Parameter vector. The parameters are ordered as follows:

  • para[1:p1]: Parameters for the distribution of X as specified in marginal_X.

  • para[(p1 + 1):(p1 + p2)]: Parameters for the distribution of Y as specified in marginal_Y.

  • para[p1 + p2 + 1]: copula parameter

X

First variable (Continuous)

Y

Second variable (Continuous)

copula_family

Copula family, one of the following:

  • "clayton"

  • "frank"

  • "gumbel"

  • "gaussian"

marginal_X, marginal_Y

List with the following three elements (in order):

  • Density function with first argument x and second argument para the parameter vector for this distribution.

  • Distribution function with first argument x and second argument para the parameter vector for this distribution.

  • Inverse distribution function with first argument p and second argument para the parameter vector for this distribution.

  • The number of elements in para.

  • A vector of starting values for para.

return_sum

Return the sum of the individual loglikelihoods? If FALSE, a vector with the individual loglikelihood contributions is returned.