Hi all,
I am trying to use MAXBFGS() to estimate the paremeters of a skewed
student distribution. The attached word document is the log likelihood function
for this distribution. I have two questions about how to code this log likelihood
in Ox.
First, how to code gamma function in Ox?
Second, how to code a indicator ( such as I=-1, if z<(-m/s), and I=1
otherwise) when there are some parameters need to be estimated in the
indicator condition, for example 'm' and 's'.
Thanks in advance. Hope someone can help me.
Shuai
|