Struct CMLEstimator 

pub struct CMLEstimator<'a, C: Copula> { /* private fields */ }

Available on crate feature estimation only.

Canonical Maximum Likelihood (CML) estimator.

Estimates copula parameters using pseudo-observations (empirical marginals).

Implementations

impl<'a, C: Copula> CMLEstimator<'a, C>

pub fn new(copula: &'a C) -> Self

Create a new CML estimator.

pub fn neg_log_likelihood(&self, pseudo_obs: &DMatrix<f64>) -> Result<f64>

Compute the negative log-likelihood for CML estimation.

Arguments

• pseudo_obs - Pseudo-observations (n × d matrix in [0, 1]^d)

Returns

Negative log-likelihood value

pub fn fit(&self, data: &DMatrix<f64>) -> Result<f64>

Fit copula parameters using CML (placeholder - requires optimization).

In practice, this would use an optimization library to minimize the negative log-likelihood over the parameter space.