made.copula {mable} | R Documentation |
Minimum Approximate Distance Estimate of Copula Density
Description
Minimum Approximate Distance Estimate of Copula Density
Usage
made.copula(
x,
unif.mar = FALSE,
M = 30,
search = TRUE,
interval = NULL,
pseudo.obs = c("empirical", "mable"),
sig.level = 0.01
)
Arguments
x |
an |
unif.mar |
marginals are all uniform ( |
M |
d-vector of preselected or maximum model degrees |
search |
logical, whether to search optimal degrees between |
interval |
a 2 by d matrix specifying the support/truncate interval of |
pseudo.obs |
When |
sig.level |
significance level for p-value of change-point |
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. The optimal model degrees m
are chosen by
a change-point method. The quadratic programming with linear constraints is
used to solve the problem.
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