svines (version 0.2.4)

svinecop_loglik: Log-likelihood for S-vine copula models

Description

Log-likelihood for S-vine copula models

Usage

svinecop_loglik(u, model, cores = 1)

Value

Returns the log-likelihood of the data for the model.

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 cores batches .

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)