| svinecop_scores {svines} | R Documentation |
Log-likelihood scores for S-vine copula models
Description
Log-likelihood scores for S-vine copula models
Usage
svinecop_scores(u, model, cores = 1)
Arguments
u |
the data; should have approximately uniform margins.. |
model |
model inheriting from class svinecop_dist. |
cores |
number of cores to use; if larger than one, computations are
done in parallel on |
Value
A matrix containing the score vectors in its rows, where each
row corresponds to one observation (row in u). The columns correspond
to model parameters in the order:
copula parameters of first tree, copula parameters of
second tree, etc. Duplicated parameters in the copula model are omitted.
See Also
Examples
# load data set
data(returns)
# convert to uniform margins
u <- pseudo_obs(returns[1:100, 1:3])
# fit parametric S-vine copula model with Markov order 1
fit <- svinecop(u, p = 1, family_set = "parametric")
svinecop_loglik(u, fit)
svinecop_scores(u, fit)
svinecop_hessian(u, fit)
[Package svines version 0.2.3 Index]