transform.cpp

// Gamma distributed random effects using copulas.
#include <TMB.hpp>

template<class Type>
Type objective_function<Type>::operator() ()
{
  DATA_VECTOR(y);

  PARAMETER(phi);
  PARAMETER(shape);
  PARAMETER(scale);
  PARAMETER(sd);
  PARAMETER_VECTOR(u);

  Type res=0;
  res += density::AR1(phi)(u);
  vector<Type> unif = pnorm(u);
  vector<Type> x = qgamma(unif,shape,scale);
  res -= dnorm(y,x,sd,true).sum();
  return res;
}