rvinecopulib (version 1.0.0.1.0)

margin_dist: Create a fitted or fixed custom margin

Description

margin_dist() creates a fitted or fixed margin from evaluation functions and explicit metadata. The functions must each accept one vector argument and return a numeric vector of the same length.

Usage

margin_dist(
  d,
  p,
  q,
  family = "custom",
  type = "c",
  support = c(-Inf, Inf),
  npars = 0,
  loglik = NA_real_
)

Value

A fitted margin implementing the margin protocol.

Arguments

d

density or probability mass function.

p

distribution function.

q

quantile function.

family

descriptive family name.

type

margin type: "c", "d", or "zi".

support

mathematical support as its lower and upper bounds.

npars

effective number of parameters.

loglik

maximized marginal log-likelihood, or NA for a fixed margin.

Examples

normal_margin <- margin_dist(
  d = function(x) dnorm(x, mean = 1, sd = 2),
  p = function(x) pnorm(x, mean = 1, sd = 2),
  q = function(p) qnorm(p, mean = 1, sd = 2),
  family = "norm",
  support = c(-Inf, Inf),
  npars = 2
)
dmargin(1, normal_margin)
pmargin(1, normal_margin)
qmargin(0.5, normal_margin)