profilefulcrum: Profile likelihood for fulcrum parameter

In tscopula: Time Series Copula Models

Profile likelihood for fulcrum parameter

Description

Profile likelihood for fulcrum parameter

Usage

profilefulcrum(
  data,
  tscopula = dvinecopula(family = 1, pars = list(0.1)),
  locations = seq(0, 1, by = 0.1),
  plot = TRUE
)

Arguments

data	a vector or time series of data on (0,1).
tscopula	an object of class tscopulaU or vtscopula.
locations	vector containing locations of different values for fulcrum.
plot	logical values specifying whether plot should be created.

Value

A matrix containing fulcrum values and log likelihood values.

Examples

copobject <- armacopula(pars = list(ar = 0.6, ma = 0.2))
vtcop <- vtscopula(copobject, Vtransform = V2p())
y <- sim(vtcop)
profilefulcrum(y, vtcop)

tscopula documentation built on May 29, 2024, 5:53 a.m.