dilog

Computation of the dilogarithm function by nemerical integration.

Estimation procedures and goodness-of-fit test for several Markov regime switching models and mixtures of bivariate copula models. The goodness-of-fit test is based on a Cramer-von Mises statistic and uses Rosenblatt's transform and parametric bootstrap to estimate the p-value. The proposed methodologies are described in Nasri, Remillard and Thioub (2020) <doi:10.1002/cjs.11534>.

Bruno Remillard

HMMcopula

Markov Regime Switching Copula Models Estimation and
Goodness-of-Fit

Romanic Pieugueu

dilog function

<dl><dt>x</dt>
<dd>a real number</dd></dl>

Arguments

Dilogarithm function — dilog

<dl>

<dt>x</dt>
<dd>a real number</dd>

</dl>

dilog: Dilogarithm function

Description

Usage

Value

Arguments