llbb            package:mlCopulaSelection            R Documentation

_A_u_x_i_l_i_a_r_y _f_u_n_c_t_i_o_n _u_s_e_d _b_y _t_h_e _f_u_n_c_t_i_o_n _m_l_c_b_b_s_e_l

_D_e_s_c_r_i_p_t_i_o_n:

     Auxiliary function used by the function mlcbbsel

_A_u_t_h_o_r(_s):

     Jesus Garcia, IMECC-UNICAMP and  Veronica Gonzalez-Lopez,
     IMECC-UNICAMP

_R_e_f_e_r_e_n_c_e_s:

     Joe, H., (1997). Multivariate Models and Dependence Concepts. 
     Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.

_E_x_a_m_p_l_e_s:

     ## The function is currently defined as
     function(param,u,v, model = c("CBB1", "CBB2", "CBB3", "CBB4", "CBB5", "CBB6", "CBB7","CBB8", "CBB9", "CBB10","CMM1", "CMM2", "CMM3", "CMM4", "CMM5", "CMM6", "CMM7", "CMM8", "CMM9", "CMM10","CBM1", "CBM2", "CBM3", "CBM4", "CBM5", "CBM6", "CBM7", "CBM8", "CBM9", "CBM10","CMB1", "CMB2", "CMB3", "CMB4", "CMB5", "CMB6", "CMB7", "CMB8", "CMB9", "CMB10"))
     {
     n<-sum(u>=-1)
     ss<-c(1:n)*0
     s<-0.
     for(i in 1:n) { ss[i]<-log(cbbmodel(param[1],param[2],u[i],v[i],model))  }
     res<-ss
       }

