llbb {mlCopulaSelection} | R Documentation |
Auxiliary function used by the function mlcbbsel
Jesus Garcia, IMECC-UNICAMP and Veronica Gonzalez-Lopez, IMECC-UNICAMP
Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.
## The function is currently defined as function(param,u,v, model = c("CBB1", "CBB2", "CBB3", "CBB4", "CBB5", "CBB6", "CBB7","CBB8", "CBB9", "CBB10","CMM1", "CMM2", "CMM3", "CMM4", "CMM5", "CMM6", "CMM7", "CMM8", "CMM9", "CMM10","CBM1", "CBM2", "CBM3", "CBM4", "CBM5", "CBM6", "CBM7", "CBM8", "CBM9", "CBM10","CMB1", "CMB2", "CMB3", "CMB4", "CMB5", "CMB6", "CMB7", "CMB8", "CMB9", "CMB10")) { n<-sum(u>=-1) ss<-c(1:n)*0 s<-0. for(i in 1:n) { ss[i]<-log(cbbmodel(param[1],param[2],u[i],v[i],model)) } res<-ss }