Calculating the marginal likelihood

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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).