On Tue, 28 Mar 2006 12:59:34 +0200, Konrad Banachewicz wrote: KB> On 3/28/06, Prof Brian Ripley <[EMAIL PROTECTED]> wrote: KB> KB> > Try maximizing the log-likelihood and using the log=TRUE KB> > argument to dmst. KB> KB> KB> seems like dmst does not support this argument (the way e.g. "dt" KB> does) KB>
here I get the following R> library(sn) Loading required package: mvtnorm Library 'sn', version 0.3-5 (2005-12-30) , © 1998-2005 A.Azzalini type 'help(SN)' for summary information R> args(dmst) function (x, xi = rep(0, d), Omega, alpha, df = Inf, log = FALSE) NULL R> notice that 0.3-5 is the current version on CRAN KB> KB> KB> > (You have told us so little about what you are doing that we can KB> > but guess at what you mean by `write an mle procedure': what is KB> > wrong with st.mle, for example?) KB> KB> KB> st.mle assumes skewed-t marginals (for a whole distribution), KB> whereas I am working with a copula so my margins are uniform. The KB> whole point is separating the joint and marginal dynamics. KB> I am not a copula expert, but what Brian Ripley suggests makes sense to me; and I know of people that have used st.mle to obtain the marginal components (which is what is needed for the copula mechanism) -- Adelchi Azzalini <[EMAIL PROTECTED]> Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
