marg.likelihood {pencopulaCond}

Calculating the marginal likelihood

Description

Calculating the marginal likelihood of paircopula().

Usage

marg.likelihood(penden.env,pen.likelihood,temp=FALSE)

Arguments

penden.env

Containing all information, environment of paircopula().

pen.likelihood

Actual penalized likelihood for calculation, temporary or not.

temp

Default=FALSE, indicating if temporary values throughout iteration are calculated.

Value

marg.log.like

Marginal log-likelihood, saved in the environment

Author(s)

Christian Schellhase <[e-mail]>

References

Estimating Non-Simplified Vine Copulas Using Penalized Splines, Schellhase, C. and Spanhel, F. (2017), Statistics and Computing.