[R] Problem with reproducing log likelihood estimated with ghyp package
steinar.veka at gmail.com
Sun Dec 18 17:20:59 CET 2011
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 result as the ghyp package.
Scaling the variance to get t distributed variables with variance=5^2 gave a
totally different likelihood score for the reason you mentioned.
View this message in context: http://r.789695.n4.nabble.com/Problem-with-reproducing-log-likelihood-estimated-with-ghyp-package-tp4207833p4211249.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help