continuous_continuous_loglik {Surrogate} | R Documentation |
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
)
Arguments
para |
Parameter vector. The parameters are ordered as follows:
|
X |
First variable (Continuous) |
Y |
Second variable (Continuous) |
copula_family |
Copula family, one of the following:
|
marginal_X , marginal_Y |
List with the following three elements (in order):
|
return_sum |
Return the sum of the individual loglikelihoods? If |
Value
(numeric) loglikelihood value evaluated in para
.