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imperfect.fivevariateVineCopulaREMADA.loglik.norm.comprehensive<-function(param,
y11,y10,y01,y00,gl,mgrid,qcond,tau2par)
{ p=param[1:5]
si=param[6:10]
tau=param[11:14]
if(any(tau< -0.95 | tau>=0.95)) return(1.e10)
p=expit(p)
si=exp(si)
p1=mgrid$x1
p2=mgrid$x2
p3=mgrid$x3
p4=mgrid$x4
p5=mgrid$x5
th=tau2par(tau)
u1=p1
u2=qcond(p2,u1,th[1])
u3=qcond(p3,u2,th[2])
u4=qcond(p4,u3,th[3])
u5=qcond(p5,u4,th[4])
mu=log(p/(1-p))
x1=qnorm(u1,mu[1],si[1])
x2=qnorm(u2,mu[2],si[2])
x3=qnorm(u3,mu[3],si[3])
x4=qnorm(u4,mu[4],si[4])
x5=qnorm(u5,mu[5],si[5])
t1=exp(x1)
t2=exp(x2)
t3=exp(x3)
t4=exp(x4)
t5=exp(x5)
x1=t1/(1+t1)
x2=t2/(1+t2)
x3=t3/(1+t3)
x4=t4/(1+t4)
x5=t5/(1+t5)
lst=list(x1=x1,x2=x2,x3=x3,x4=x4,x5=x5)
N=length(y11)
prob=rep(NA,N)
for(i in 1:N)
#out=foreach(i=1:N,.combine='+') %dopar%
{ temp=imperfect.multinomprod(lst,y11[i],y10[i],y01[i],y00[i])
prob[i]=tensor(tensor(tensor(tensor(temp,gl$w,
5,1),gl$w,4,1),gl$w,3,1),gl$w,2,1)%*%gl$w
#if(prob!=0) -log(prob) else 0
}
-sum(log(prob[prob!=0]))
#out
}
imperfect.fivevariateVineCopulaREMADA.norm.comprehensive=function(y11,y10,y01,y00,
gl,mgrid,qcond,tau2par,start)
{ start=c(logit(start[1:5]),log(start[6:10]),start[11:14])
est=nlm(imperfect.fivevariateVineCopulaREMADA.loglik.norm.comprehensive,start,y11,y10,y01,y00,
gl,mgrid,qcond,tau2par,hessian=T,print.level=2,iterlim=1000)
se=sqrt(diag(solve(est$hessian)))
list(LogLikelihood=-est$m,Estimates=c(expit(est$e[1:5]),exp(est$e[6:10]),est$e[11:14]),
SE=c(se.p(est$e[1:5],se[1:5]),se.si(est$e[6:10],se[6:10]),se[11:14]))
}
imperfect.fivevariateVineCopulaREMADA.loglik.beta.comprehensive<-function(param,
y11,y10,y01,y00,
gl,mgrid,qcond,tau2par)
{ p=param[1:5]
g=param[6:10]
tau=param[11:14]
if(any(tau< -0.95 | tau>=0.95)) return(1.e10)
p=expit(p)
g=expit(g)
p1=mgrid$x1
p2=mgrid$x2
p3=mgrid$x3
p4=mgrid$x4
p5=mgrid$x5
th=sapply(tau,tau2par)
u1=p1
u2=qcond(p2,u1,th[1])
u3=qcond(p3,u2,th[2])
u4=qcond(p4,u3,th[3])
u5=qcond(p5,u4,th[4])
a=p/g-p
b=(1-p)*(1-g)/g
x1=qbeta(u1,a[1],b[1])
x2=qbeta(u2,a[2],b[2])
x3=qbeta(u3,a[3],b[3])
x4=qbeta(u4,a[4],b[4])
x5=qbeta(u5,a[5],b[5])
lst=list(x1=x1,x2=x2,x3=x3,x4=x4,x5=x5)
N=length(y11)
prob=rep(NA,N)
for(i in 1:N)
#out=foreach(i=1:N,.combine='+') %dopar%
{ temp=imperfect.multinomprod(lst,y11[i],y10[i],y01[i],y00[i])
prob[i]=tensor(tensor(tensor(tensor(temp,gl$w,
5,1),gl$w,4,1),gl$w,3,1),gl$w,2,1)%*%gl$w
#if(prob!=0) -log(prob) else 0
}
-sum(log(prob[prob!=0]))
#out
}
imperfect.fivevariateVineCopulaREMADA.beta.comprehensive=function(y11,y10,y01,y00,
gl,mgrid,qcond,tau2par,start)
{ start=c(logit(start[1:10]),start[11:14])
est=nlm(imperfect.fivevariateVineCopulaREMADA.loglik.beta.comprehensive,
start,y11,y10,y01,y00,gl,mgrid,qcond,tau2par,
hessian=T,print.level=2,iterlim=1000)
se=sqrt(diag(solve(est$hessian)))
list(LogLikelihood=-est$m,Estimates=c(expit(est$e[1:10]),est$e[11:14]),
SE=c(se.p(est$e[1:10],se[1:10]),se[11:14]))
}
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