llbb {mlCopulaSelection}R Documentation

Auxiliary function used by the function mlcbbsel

Description

Auxiliary function used by the function mlcbbsel

Author(s)

Jesus Garcia, IMECC-UNICAMP and Veronica Gonzalez-Lopez, IMECC-UNICAMP

References

Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.

Examples


## 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
  }

[Package mlCopulaSelection version 1.3 Index]