pliouv.opt

The function is used internally for optimization.

Collections of functions allowing random number generations and
estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.

Leo Belzile

lcopula

Liouville Copulas

Christian  Genest

Alexander J. McNeil

Johanna G. Neslehova

pliouv.opt function

<dl><dt>theta</dt>
<dd>parameter of the corresponding Archimedean copula</dd>
<dt>data</dt>
<dd>sample matrix from a Liouville copula</dd>
<dt>family</dt>
<dd>family of the Liouville copula. Either <code>"clayton"</code>, <code>"gumbel"</code>, <code>"frank"</code>, <code>"AMH"</code> or <code>"joe"</code></dd>
<dt>alphavec</dt>
<dd>vector of Dirichlet allocations (must be a vector of integers)</dd>
<dt>MC.approx</dt>
<dd>whether to use Monte-Carlo approximation for the inverse survival function (default is <code>TRUE</code>)</dd></dl>

Arguments

Internal code for the copula likelihood function of Liouville copulas — pliouv.opt

<dl>

<dt>theta</dt>
<dd>parameter of the corresponding Archimedean copula</dd>


<dt>data</dt>
<dd>sample matrix from a Liouville copula</dd>


<dt>family</dt>
<dd>family of the Liouville copula. Either <code>"clayton"</code>, <code>"gumbel"</code>, <code>"frank"</code>, <code>"AMH"</code> or <code>"joe"</code></dd>


<dt>alphavec</dt>
<dd>vector of Dirichlet allocations (must be a vector of integers)</dd>


<dt>MC.approx</dt>
<dd>whether to use Monte-Carlo approximation for the inverse survival function (default is <code>TRUE</code>)</dd>

</dl>

pliouv.opt: Internal code for the copula likelihood function of Liouville copulas

Description

Usage

Value

Arguments