vines: vineLogLik – R documentation

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vineLogLik

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)

vines

Multivariate Dependence Modeling with Vines

v1.1.5

GPL (>= 2)

Authors

Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb]

Initial release