View source: R/fitting_vtscopula.R
profilefulcrum | R Documentation |
Profile likelihood for fulcrum parameter
profilefulcrum( data, tscopula = dvinecopula(family = 1, pars = list(0.1)), locations = seq(0, 1, by = 0.1), plot = TRUE )
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. |
A matrix containing fulcrum values and log likelihood values.
copobject <- armacopula(pars = list(ar = 0.6, ma = 0.2)) vtcop <- vtscopula(copobject, Vtransform = V2p()) y <- sim(vtcop) profilefulcrum(y, vtcop)
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