cmc_raw: Fit CMC model via CNQR or MLE

Description Usage Arguments Value

Description

Provides a raw workhorse for CNQR (cmc_cnqr_raw) or MLE (cmc_mle_raw). Need to provide it with highly processed input. Intended to be used as internal functions.

Usage

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cmc_mle_raw(udat, force_ig, method, xvine, u2cond)

cmc_cnqr_raw(udat, force_ig, xvine, u2cond, sc, verbose, copspace = NULL,
  families = c("indepcop", "bvncop", "bvtcop", "mtcj", "gum", "frk",
  "joe", "bb1", "bskewncop", "bskewncopp"))

Arguments

udat

matrix of PIT score data, in the order of response (V), first predictor (U1), second predictor (U2), linked by V-U1-U2.

force_ig

TRUE if you want (U1, V) ~ IG copula.

method

Passed to fit_igcop_mle.

xvine

Copula joining X1 and X2, bundled into a vine object.

u2cond

Vector of U2|U1.

sc

Scorer, as in the output of scorer

verbose

Passed to cnqr_reduced

copspace

Passed to cnqr_reduced. force_ig takes precedence.

families

Vector of copula family names acting as a "pool" to choose from when fitting.

Value

Two vines: vine1 is the copula linking (Y, X1), and vine2 is the copula linking (Y, X2)|X1.


vincenzocoia/cmc documentation built on Nov. 18, 2019, 12:04 a.m.