MAP.discrete {CopulaGAMM}R Documentation

Estimation of latent variable in the dicrete case

Description

This function computes the estimation of a latent variables foe=r each cluster using the conditional a posteriori median.

Usage

MAP.discrete(vv, uu, family, rot, thC0k, dfC = NULL, adj = 1, nq = 35)

Arguments

vv

vector of values in (0,1)

uu

vector of values in (0,1)

family

copula family "gaussian" , "t" , "clayton" , "joe", "frank" , "fgm", gumbel", "plackett", "galambos", "huesler-reiss"

rot

rotation: 0 (default), 90, 180 (survival), or 270.

thC0k

vector of copula parameters

dfC

degrees of freedom for the Student copula (default is NULL)

adj

tuning parameter (>= 1) that can be used to prevent overflow when the cluster size n is very large; when n<=100 OR Bernoulli marginals, no adjustment is required; when n>=500 for the Poisson likelihood fails due to overflow problem; adj=3 prevents this in 100% cases

nq

number of nodes and weighted for Gaussian quadrature of the product of conditional copulas; default is 31.

Value

condmed

Conditional a posteriori median.

Author(s)

Pavel Krupskii, Bouchra R. Nasri and Bruno N. Remillard

References

Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models

Examples

uu = c(0.5228155, 0.3064417, 0.2789849, 0.5176489, 0.3587144)
vv = c(0.7816627, 0.6688788, 0.6351364, 0.7774917, 0.7264787)
thC0k=rep(17.54873,5)
MAP.discrete(vv,uu,"clayton",rot=90,thC0k,nq=35)

[Package CopulaGAMM version 0.3.0 Index]