Description Usage Arguments Details Value Author(s) References
Calculating the considered log likelihood.
1 | pen.log.like(penden.env, cal=FALSE, temp=FALSE)
|
penden.env |
Containing all information, environment of paircopula() |
cal |
if TRUE, the final weights of one iteration are used for the calculation of the penalized log likelihood. |
temp |
if TRUE, the iteration for optimal weights is still in progress and the temporary weights are used for calculation. |
The calculation depends on the estimated weights v, the penalized
splines Phi and the penalty paramters lambda.
\eqn{l(v,lambda)=sum(log(Φ(u_i)v))-0.5*b^T \tilde{P} v}
The needed values are saved in the environment.
pen.log.like |
Penalized log likelihood of the paircopula density. |
log.like |
Log-Likelihood of the paircopula density. |
The values are saved in the environment.
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).
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