tsc_objectivea {tscopula}R Documentation

Objective function for full of tscopula plus margin model

Description

Objective function for full of tscopula plus margin model

Usage

tsc_objectivea(theta, modelspec, modeltype, dens, cdf, y)

Arguments

theta

vector of parameter values

modelspec

list containing model specification

modeltype

character string giving type of model

dens

marginal density function

cdf

marginal cdf

y

vector of data values

Value

Value of objective function at parameters.


[Package tscopula version 0.3.9 Index]