fit_igcop_mle: Fit IG copula via MLE or CNQR
In vincenzocoia/cmc: Copula-Marginal Composition Method
Description
Fit IG copula via MLE or CNQR
Usage
1
fit_igcop_mle(u, v, method = "nlm", init = c(2, 2), ...)
Arguments
u, v
Vectors of PIT scores
method
"nlm" and "optim" for MLE (representing the name of the
numerical optimizer); or "cnqr" for CNQR.
init
Vector of initial copula parameter values for use in
the numerical optimizer.
...
Other arguments to pass to numerical optimizer
vincenzocoia/cmc documentation built on Nov. 18, 2019, 12:04 a.m.
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Description
Fit IG copula via MLE or CNQR
Usage
1 | fit_igcop_mle(u, v, method = "nlm", init = c(2, 2), ...)
|
Arguments
u, v |
Vectors of PIT scores |
method |
"nlm" and "optim" for MLE (representing the name of the numerical optimizer); or "cnqr" for CNQR. |
init |
Vector of initial copula parameter values for use in the numerical optimizer. |
... |
Other arguments to pass to numerical optimizer |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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