vineLogLik: Vine Log-likelihood Evaluation

In vines: Multivariate Dependence Modeling with Vines

Description

Evaluate the log-likelihood of a Vine.

Usage

vineLogLik(vine, data)

Arguments

vine	A Vine object.
data	Data matrix of pseudo-observations.

Examples

dimension <- 3
copulas <- matrix(list(normalCopula(0.5), 
                       claytonCopula(2.75),
                       NULL, NULL),
                  ncol = dimension - 1,
                  nrow = dimension - 1,
                  byrow = TRUE)
vine <- DVine(dimension = dimension, trees = 1, 
              copulas = copulas)

data <- matrix(runif(dimension * 100), 
               ncol = dimension, nrow = 100)
               
vineLogLik(vine, data)

Example output

Loading required package: copula
[1] -154.056

vines documentation built on May 2, 2019, 5:55 a.m.