madem.copula {mable} | R Documentation |
Minimum Approximate Distance Estimate of Copula with given model degrees
Description
Minimum Approximate Distance Estimate of Copula with given model degrees
Usage
madem.copula(u, m)
Arguments
u |
an |
m |
|
Details
With given model degrees m
, the parameters p
, the mixing
proportions of the beta distribution, are calculated as the minimizer of the
approximate L_2
distance between the empirical distribution and
the Bernstein polynomial model.
Value
An invisible mable
object with components
-
m
the given degree -
p
the estimated vector of mixture proportionsp = (p_0, \ldots, p_m)
with the given degreem
-
D
the minimum distance at degreem
[Package mable version 4.1.1 Index]