[R] Log likelihood estimation using bivariate archimedean copula

kakul modani kakulmodani at gmail.com
Sat May 10 00:39:18 CEST 2008


Hi all,

I am trying to build a copula model using the Gumbel Copula and I have
two marginal distributions.I know the marginal parameters by using the
fitdistr() and optim().The problem is I dont know my copula parameter.
I am getting a bit confused of how shall I go about it.I read the
previous threads where the query was to estimate all the
parameters.How shall I define my log-likelihood function?
I am attaching a file which has the CDFs and other functions i've built.

Any help would be highly appreciated.I hope I am able to convey what
my problem is.If not,I apologise as Im a new user of R.

Regards,

Kakul Modani


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