tsc_objectiveb {tscopula} | R Documentation |
Objective function for full fit with v-transform
Description
Objective function for full fit with v-transform
Usage
tsc_objectiveb(theta, fulcrum, modelspec, modeltype, dens, cdf, vt, wcopula, y)
Arguments
theta |
vector of parameters |
fulcrum |
value for fulcrum |
modelspec |
list containing model specification |
modeltype |
character vector giving type of model |
dens |
marginal density function |
cdf |
marginal distribution function |
vt |
v-transform |
wcopula |
W copula if used |
y |
vector of data |
Value
Value of objective function at parameters.
[Package tscopula version 0.3.9 Index]