dot-pliouv.opt_old function

Old code for the copula likelihood function for Liouville copulas

The function is used internally for optimization.

.pliouv.opt_old(theta, data, family, alphavec, MC.approx = TRUE)

Arguments

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

Returns

value of marginal density