Log-likelihood for S-vine models — svine_loglik • svines

Log-likelihood for S-vine models

Usage

svine_loglik(x, model, cores = 1)

Arguments

x: the data.
model: model inheriting from class svine_dist.
cores: number of cores to use; if larger than one, computations are done in parallel on cores batches .

Value

Returns the log-likelihood of the data for the model.

Examples

# load data set
data(returns)  

# fit parametric S-vine model with Markov order 1
fit <- svine(returns[1:100, 1:3], p = 1, family_set = "parametric")

svine_loglik(returns[1:100, 1:3], fit)
#> [1] 942.4027