vineLogLik: Vine Log-likelihood Evaluation

In yasserglez/vines: Multivariate Dependence Modeling with Vines

Vine Log-likelihood Evaluation

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)

yasserglez/vines documentation built on Nov. 9, 2024, 10:52 a.m.