marg.likelihood: Calculating the marginal likelihood
In penDvine: Flexible Pair-Copula Estimation in D-Vines using Bivariate Penalized Splines
Description
Usage
Arguments
Value
Author(s)
References
Description
Calculating the marginal likelihood of paircopula().
Usage
1
marg.likelihood(penden.env,pen.likelihood,temp=FALSE)
Arguments
penden.env
Containing all information, environment of
paircopula().
pen.likelihood
Actual penalized likelihood for calculation,
temporary or not.
temp
Default=FALSE, indicating if temporary values throughout
iteration are calculated.
Value
marg.log.like
Marginal log-likelihood, saved in the environment
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
References
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized
Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).
penDvine documentation built on May 2, 2019, 1:06 p.m.
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Description Usage Arguments Value Author(s) References
Description
Calculating the marginal likelihood of paircopula().
Usage
1 | marg.likelihood(penden.env,pen.likelihood,temp=FALSE)
|
Arguments
penden.env |
Containing all information, environment of paircopula(). |
pen.likelihood |
Actual penalized likelihood for calculation, temporary or not. |
temp |
Default=FALSE, indicating if temporary values throughout iteration are calculated. |
Value
marg.log.like |
Marginal log-likelihood, saved in the environment |
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
References
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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