marg.likelihood: Calculating the marginal likelihood

In pencopulaCond: Estimating Non-Simplified Vine Copulas Using Penalized Splines

Description

Calculating the marginal likelihood of paircopula().

Usage

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 <[e-mail]>

References

Estimating Non-Simplified Vine Copulas Using Penalized Splines, Schellhase, C. and Spanhel, F. (2017), Statistics and Computing.

pencopulaCond documentation built on May 1, 2019, 7:56 p.m.