# vines: Multivariate Dependence Modeling with Vines
# Copyright (C) 2011-2015 Yasser Gonzalez Fernandez
# Copyright (C) 2011-2015 Marta Soto Ortiz
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
setGeneric("dvine",
function (vine, u) standardGeneric("dvine"),
signature = "vine")
dCVineDVine <- function (vine, u) {
if (is.vector(u)) u <- matrix(u, nrow = 1)
if (vine@trees == 0) {
# Product of the uniform marginal densities.
rep(1, nrow(u))
} else {
evalCopula <- function (vine, j, i, x, y) {
dCopula(cbind(x, y), vine@copulas[[j, i]], log = TRUE)
}
iterResult <- vineIter(vine, u, evalCopula = evalCopula)
exp(apply(matrix(unlist(iterResult$evals), nrow(u)), 1, sum))
}
}
setMethod("dvine", "CVine", dCVineDVine)
setMethod("dvine", "DVine", dCVineDVine)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.