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 n x d matrix of (pseudo) observations.

m

d-vector of model degrees

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


[Package mable version 4.1.1 Index]