profilefulcrum {tscopula}

Profile likelihood for fulcrum parameter

Description

Profile likelihood for fulcrum parameter

Usage

profilefulcrum(
  data,
  tscopula = dvinecopula(family = 1, pars = list(0.1)),
  locations = seq(0, 1, by = 0.1),
  plot = TRUE
)

Arguments

data

a vector or time series of data on (0,1).

tscopula

an object of class tscopulaU or vtscopula.

locations

vector containing locations of different values for fulcrum.

plot

logical values specifying whether plot should be created.

Value

A matrix containing fulcrum values and log likelihood values.

Examples

copobject <- armacopula(pars = list(ar = 0.6, ma = 0.2))
vtcop <- vtscopula(copobject, Vtransform = V2p())
y <- sim(vtcop)
profilefulcrum(y, vtcop)