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

  • Maintainer: Pavel Krupskii
  • License: GPL-3
  • Last published: 2025-11-06

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