[R] Skewed t distribution
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Mar 28 13:21:31 CEST 2006
You need to learn to supply adequate information. The current
version of sn *does* have such an argument, and I was careful to check.
So it seems that you are using an unstated obselete version of sn.
Do ugrade as the posting guide asked you to.
On Tue, 28 Mar 2006, Konrad Banachewicz wrote:
> On 3/28/06, Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
>> Try maximizing the log-likelihood and using the log=TRUE argument to dmst.
> seems like dmst does not support this argument (the way e.g. "dt" does)
>> (You have told us so little about what you are doing that we can but guess
>> at what you mean by `write an mle procedure': what is wrong with st.mle,
>> for example?)
> st.mle assumes skewed-t marginals (for a whole distribution), whereas
> I am working with a copula so my margins are uniform. The whole point
> is separating the joint and marginal dynamics.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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