cll: Conditional log-likelihood

In vinereg: D-Vine Quantile Regression

Conditional log-likelihood

Description

Calculates the conditional log-likelihood of the response given the covariates.

Usage

cll(object, newdata, cores = 1)

Arguments

object	an object of class vinereg.
newdata	matrix of response and covariate values for which to compute the conditional distribution.
cores	integer; the number of cores to use for computations.

Examples

# simulate data
x <- matrix(rnorm(500), 250, 2)
y <- x %*% c(1, -2)
dat <- data.frame(y = y, x = x, z = as.factor(rbinom(250, 2, 0.5)))

# fit vine regression model
fit <- vinereg(y ~ ., dat)

cll(fit, dat)
fit$stats$cll

vinereg documentation built on Nov. 2, 2023, 5:51 p.m.