scoreEstimation: Evaluate gradient score function

In lbelzile/demoroutines: Functions for 'Extremal attractor of Liouville copulas'

Description

Evaluate gradient score function

Usage

scoreEstimation(dat, model, weightFun, dWeightFun, alpha, rho, u, p = 1)

Arguments

dat	n by d matrix of data
model	string indicating whether the model is dir or negdir
weightFun	object of class function, must be differentiable
dWeightFun	object of class function, gradient of weightfun
alpha	numeric vector of positive parameters
rho	numeric parameter
u	threshold
p	norm for the risk function defined in weightFun (default is l_p norm)

Value

estimated score value

lbelzile/demoroutines documentation built on May 20, 2019, 8:28 p.m.