Home
PackagesDatasetsTask Views
R CODER LogoR PACKAGES
  • R CODER
  • R CHARTS
  • PYTHON CHARTS
  • Privacy Policy
  • Contact

© 2024 R CODER. All Rights Reserved.
  1. Home
  2. Packages
  3. FactorCopulaModel
  4. factor1trvine_nllk

factor1trvine_nllk function

negative log-likelihood with gradient and Hessian computed in f90 for copula from 1-factor/1-truncated vine (tree for residual dependence conditional on a latent variable); models included are BB1 for latent with Frank or Gaussian(bvncop) for truncated vine residual dependence

FactorCopulaModel packageRead PDF manual
  • Maintainer: Pavel Krupskii
  • License: GPL-3
  • Last published: 2025-11-06

Useful links