[R] MLE with R
sensei88
falcinelliandrea at alice.it
Sun Dec 23 15:49:26 CET 2012
Hi everyone,
I'm writing a thesis about financial copulas (gaussian and t-student
copulas) but i have problems about the R-code. I'll explain better: i
downloaded 10 time series about financial indeces and i have to apply the
gaussian copula. First i have to divide the ranks of the osservations by T.
Employing these "pseudo-osservations" the copula parameters are estimated
via maximum likelihood estimation. I don't know the R-code about MLE. I
tried with "optim" but i don't have the function "fn". I tried also with
procedure that explained by Christian Cech but it's quite complex. How do i
write the R-code? Thanks
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