madem.copula: Minimum Approximate Distance Estimate of Copula with given...

In mable: Maximum Approximate Bernstein/Beta Likelihood Estimation

Minimum Approximate Distance Estimate of Copula with given model degrees

Description

Minimum Approximate Distance Estimate of Copula with given model degrees

Usage

madem.copula(u, m)

Arguments

u	an n x d matrix of (pseudo) observations.
m	d-vector of model degrees

Details

With given model degrees m, the parameters p, the mixing proportions of the beta distribution, are calculated as the minimizer of the approximate L_2 distance between the empirical distribution and the Bernstein polynomial model.

Value

An invisible mable object with components

• m the given degree

• p the estimated vector of mixture proportions p = (p_0, \ldots, p_m) with the given degree m

• D the minimum distance at degree m

mable documentation built on Oct. 1, 2024, 9:06 a.m.