Attention, everyone. The script I posted a few days ago contains a bug:
in the loglikelihood function (trivp_ll) the line that reads
S[diag] = 1 - c
should have been
S[diag] = sqrt(1 - c)
My apologies.
Thanks to David van Herick for helping me discover the bug.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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