Thank you very much for your answer.
I did not think about the scale influencing the log likelihood score. The
first simulation was zero mean student t distributed variables with
variance=v/(v-2). And as far as I can understand, that is exactly what
dt(x,v) assumes. This also gave me the same resu
On Dec 17, 2011, at 10:57 , Steinar wrote:
> I was playing around with the ghyp package and simulated series of
> t-distributed variables when suddenly i was not able to reproduce the log
> likelihood values reported by the package. When trying to reproduce the
> likelihood values, I summed the l
I was playing around with the ghyp package and simulated series of
t-distributed variables when suddenly i was not able to reproduce the log
likelihood values reported by the package. When trying to reproduce the
likelihood values, I summed the log(dt(x,v)) values and it worked with some
simulated
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