On 3/28/06, Prof Brian Ripley <[EMAIL PROTECTED]> wrote:

> Try maximizing the log-likelihood and using the log=TRUE argument to dmst.


seems like dmst does not support this argument (the way e.g. "dt" does)



> (You have told us so little about what you are doing that we can but guess
> at what you mean by `write an mle procedure': what is wrong with st.mle,
> for example?)


st.mle assumes skewed-t marginals (for a whole distribution), whereas
I am working with a copula so my margins are uniform. The whole point
is separating the joint and marginal dynamics.

rg,
konrad

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