Description Usage Arguments Details Value Author(s) References See Also Examples

We fit the Gamma and the (zero-truncated) Poisson model separately.

1 | ```
mle_marginal(x, y, R, S, family,exposure,sd.error=FALSE,zt=TRUE)
``` |

`x` |
n observations of the Gamma variable |

`y` |
n observations of the (zero-truncated) Poisson variable |

`R` |
n x p design matrix for the Gamma model |

`S` |
n x q design matrix for the zero-truncated Poisson model |

`family` |
an integer defining the bivariate copula family: 1 = Gauss, 3 = Clayton, 4=Gumbel, 5=Frank |

`exposure` |
exposure time for the zero-truncated Poisson model, all entries of the vector have to be |

`sd.error` |
logical. Should the standard errors of the regression coefficients be returned? Default is FALSE. |

`zt` |
logical. If |

This is an internal function called by `copreg`

.

`alpha` |
estimated coefficients for X, including the intercept |

`beta` |
estimated coefficients for Y, including the intercept |

`sd.alpha` |
estimated standard deviation (if |

`sd.beta` |
estimated standard deviation (if |

`delta` |
estimated dispersion parameter |

`theta` |
0, in combination with |

`family` |
1, in combination with |

`family0` |
copula family as provided in the function call |

`theta.ifm` |
estimated copula parameter, estimated via inference from margins |

`tau.ifm` |
estimated value of Kendall's tau, estimated via inference from margins |

`ll` |
loglikelihood of the estimated model, assuming independence,evaluated at each observation |

`loglik` |
overall loglikelihood, assuming independence, i.e. sum of |

`ll.ifm` |
loglikelihood of the estimated model, using |

`loglik.ifm` |
overall loglikelihood, using |

Nicole Kraemer

N. Kraemer, E. Brechmann, D. Silvestrini, C. Czado (2013): Total loss estimation using copula-based regression models. Insurance: Mathematics and Economics 53 (3), 829 - 839.

1 | ```
##---- This is an internal function called by copreg() ----
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.