copulaPrior creates a prior probability density function

This function accepts the return list of fitCopula() or makeIndepCopula() and creates a density function from it.

Usage

dCopulaPrior(Copula)

Arguments

Copula

a list, as returned by fitCopula() or makeIndepCopula

Value

a function that maps parameters (a vector) to probability density values (scalar)

Examples

x<-rnorm(300,mean=1,sd=2)
X<-matrix(x,100,3)
C<-fitCopula(X)
d<-dCopulaPrior(C)
print(d(c(1,2,3)))
#> [1] 0.004220864
print(prod(sapply(c(1,2,3),FUN=dnorm,mean=1,sd=2)))
#> [1] 0.004248212