| pen.log.like {pencopulaCond} | R Documentation |
Calculating the log likelihood
Description
Calculating the considered log likelihood.
Usage
pen.log.like(penden.env,cal=FALSE,temp.lam=FALSE,temp.ck=FALSE)
Arguments
penden.env |
Containing all information, environment of pencopula() |
cal |
if TRUE, the final weights of one iteration are used for the calculation of the penalized log likelihood. |
temp.lam |
Calculating with temporal smoothing parameter lambda |
temp.ck |
Calculating with temporal weights ck of the spline basis functions |
Details
The calculation depends on the estimated weights b, the penalized hierarchical B-splines Phi and the penalty paramters lambda.
Value
pen.log.like |
Penalized log likelihood of the copula density. |
log.like |
Log-Likelihood of the copula density. |
The values are saved in the environment.
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
References
Flexible Copula Density Estimation with Penalized Hierarchical B-Splines, Kauermann G., Schellhase C. and Ruppert, D. (2013), Scandinavian Journal of Statistics 40(4), 685-705.
Estimating Non-Simplified Vine Copulas Using Penalized Splines, Schellhase, C. and Spanhel, F. (2017), Statistics and Computing.