Description Usage Arguments Value Author(s) References
View source: R/marg.likelihood.r
Calculating the marginal likelihood of paircopula().
1 | marg.likelihood(penden.env,pen.likelihood,temp=FALSE)
|
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. |
marg.log.like |
Marginal log-likelihood, 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 24(6): 1081-1100).
Nonparametric estimation of simplified vines: comparison of methods, Nagler N., Schellhase, C. and Czado, C. (2017) Dependence Modeling.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.