void diffhfunc_nu_tCopula_new_vec(double* u, double* v, int* n, double* par, double* par2, int* copula, double* out)
{
int nn = 1;
double* ipars = (double *) malloc(2*sizeof(double));
for (int i = 0; i < (*n); ++i) {
ipars[0] = par[i];
ipars[1] = par2[i];
diffhfunc_nu_tCopula_new(&u[i], &v[i], &nn, ipars, &copula[i], &out[i]);
};
free(ipars);
}
void VineLogLikRvineDeriv(int* T, int* d, int* family, int* kk, int* ii, int* maxmat, int* matrix, int* condirect, int* conindirect, double* par, double* par2, double* data,
double* out, double* ll, double* vv, double* vv2, int* calcupdate, double* tilde_vdirect, double* tilde_vindirect, double* tilde_value, int* tcop, int* margin)
{
int i, j, k, t, m, **fam, **calc;
double sumloglik=0.0, **theta, **nu, ***tildevdirect, ***tildevindirect, *zr1, *zr2, *tildezr1, *tildezr2, *cop;
double *handle1;
double param[2];
zr1=(double*) Calloc(*T,double);
zr2=(double*) Calloc(*T,double);
handle1=(double*) Calloc(*T,double);
tildezr1=(double*) Calloc(*T,double);
tildezr2=(double*) Calloc(*T,double);
cop=(double*) Calloc(*T,double);
double ***tildevalue;
tildevalue=create_3darray(*d,*d,*T);
//Allocate memory
tildevdirect = create_3darray(*d,*d,*T);
tildevindirect = create_3darray(*d,*d,*T);
theta=create_matrix(*d,*d);
nu=create_matrix(*d,*d);
fam=create_intmatrix(*d,*d);
calc=create_intmatrix(*d,*d);
//Initialize
k=0;
for(i=0;i<(*d);i++)
{
for(j=0;j<(*d);j++)
{
theta[i][j]=par[(i+1)+(*d)*j-1] ;
nu[i][j]=par2[(i+1)+(*d)*j-1] ;
fam[i][j]=family[(i+1)+(*d)*j-1] ;
calc[i][j]=calcupdate[(i+1)+(*d)*j-1] ;
}
}
for(i=0;i<(*d);i++)
{
for(j=0;j<(*d);j++)
{
for(t=0;t<*T;t++ )
{
tildevdirect[i][j][t]=0;
tildevindirect[i][j][t]=0;
tildevalue[i][j][t]=0;
}
}
}
m=maxmat[*kk+(*d)*(*ii-1)-1];
for(t=0;t<*T;t++ )
{
zr1[t]=vv[*kk+(*d)*(*ii-1)+(*d)*(*d)*t-1];
cop[t]=exp(ll[*kk+(*d)*(*ii-1)+(*d)*(*d)*t-1]);
}
if(m == matrix[*kk+*d*(*ii-1)-1])
{
for(t=0;t<*T;t++ )
{
zr2[t]=vv[*kk+(*d)*(*d-m)+(*d)*(*d)*t-1];
}
}
else
{
for(t=0;t<*T;t++)
{
zr2[t]=vv2[*kk+(*d)*(*d-m)+(*d)*(*d)*t-1];
}
}
param[0]=theta[*kk-1][*ii-1];
param[1]=nu[*kk-1][*ii-1];
if(*tcop==1) //For the t-copula (first parameter)
{
diffhfunc_rho_tCopula(zr1,zr2,T,param,&fam[*kk-1][*ii-1],tildevdirect[*kk-2][*ii-1]);
diffhfunc_rho_tCopula(zr2,zr1,T,param,&fam[*kk-1][*ii-1],tildevindirect[*kk-2][*ii-1]);
diffPDF_rho_tCopula(zr1,zr2,T,param,&fam[*kk-1][*ii-1],tildevalue[*kk-1][*ii-1]);
for(t=0;t<*T;t++ )
{
tildevalue[*kk-1][*ii-1][t]=tildevalue[*kk-1][*ii-1][t]/cop[t];
}
}
else if(*tcop==2) // for the t-copula (second parameter)
{
diffhfunc_nu_tCopula_new(zr1,zr2,T,param,&fam[*kk-1][*ii-1],tildevdirect[*kk-2][*ii-1]);
diffhfunc_nu_tCopula_new(zr2,zr1,T,param,&fam[*kk-1][*ii-1],tildevindirect[*kk-2][*ii-1]);
diffPDF_nu_tCopula_new(zr1,zr2,T,param,&fam[*kk-1][*ii-1],tildevalue[*kk-1][*ii-1]);
for(t=0;t<*T;t++ )
{
tildevalue[*kk-1][*ii-1][t]=tildevalue[*kk-1][*ii-1][t]/cop[t];
}
}
else
{
if( *margin == 0 ) //Das ist unser bisheriger Fall mit stetigen Variablen (ohne t-copula)
{
diffhfunc_mod(zr1,zr2,T,&theta[*kk-1][*ii-1],&fam[*kk-1][*ii-1],tildevdirect[*kk-2][*ii-1]);
diffhfunc_mod2(zr2,zr1,T,&theta[*kk-1][*ii-1],&fam[*kk-1][*ii-1],tildevindirect[*kk-2][*ii-1]);
diffPDF_mod(zr1,zr2,T,&theta[*kk-1][*ii-1],&fam[*kk-1][*ii-1],tildevalue[*kk-1][*ii-1]);
for(t=0;t<*T;t++ )
{
tildevalue[*kk-1][*ii-1][t]=tildevalue[*kk-1][*ii-1][t]/cop[t];
}
}
else if( *margin== 1) // Ableitung nach dem ersten Argument = margin1
{
diffhfunc_v_mod2(zr2,zr1,T,&theta[*kk-1][*ii-1],&fam[*kk-1][*ii-1],tildevindirect[*kk-2][*ii-1]);
diffPDF_u_mod(zr1,zr2,T,&theta[*kk-1][*ii-1],&fam[*kk-1][*ii-1],tildevalue[*kk-1][*ii-1]); // hier k?nnte difflPDF stehen
for(t=0;t<*T;t++ )
{
tildevdirect[*kk-2][*ii-1][t]=cop[t];
tildevalue[*kk-1][*ii-1][t]=tildevalue[*kk-1][*ii-1][t]/cop[t];
}
}
else // Ableitung nach dem zweiten Argument = margin2
{
diffhfunc_v_mod(zr1,zr2,T,&theta[*kk-1][*ii-1],&fam[*kk-1][*ii-1],tildevdirect[*kk-2][*ii-1]);
diffPDF_v_mod(zr1,zr2,T,&theta[*kk-1][*ii-1],&fam[*kk-1][*ii-1],tildevalue[*kk-1][*ii-1]); // hier k?nnte difflPDF stehen
for(t=0;t<*T;t++ )
{
tildevindirect[*kk-2][*ii-1][t]=cop[t];
tildevalue[*kk-1][*ii-1][t]=tildevalue[*kk-1][*ii-1][t]/cop[t];
}
}
}
// add up for the final derivative
for(t=0;t<*T;t++ )
{
sumloglik+=tildevalue[*kk-1][*ii-1][t];
}
for(i=*ii-1; i>-1; i--)
{
for(k=*kk-2;k>i;k--)
{
if(calc[k][i]==1)
{
m=maxmat[(k+1)+*d*i-1];
for(t=0;t<*T;t++ )
{
zr1[t]=vv[(k+1)+(*d)*i+(*d)*(*d)*t-1];
tildezr1[t]=tildevdirect[k][i][t];
cop[t]=exp(ll[(k+1)+(*d)*i+(*d)*(*d)*t-1]);
}
if(m == matrix[(k+1)+*d*i-1])
{
for(t=0;t<*T;t++ )
{
zr2[t]=vv[(k+1)+(*d)*(*d-m)+(*d)*(*d)*t-1];
tildezr2[t]=tildevdirect[k][(*d-m)][t];
}
}
else
{
for(t=0;t<*T;t++ )
{
zr2[t]=vv2[(k+1)+(*d)*(*d-m)+(*d)*(*d)*t-1];
tildezr2[t]=tildevindirect[k][(*d-m)][t];
}
}
for(t=0;t<*T;t++ )
{
tildevdirect[k-1][i][t]=0;
tildevindirect[k-1][i][t]=0;
tildevalue[k][i][t]=0;
}
if(calc[k+1][i]==1)
{
param[0]=theta[k][i];
param[1]=nu[k][i];
if(fam[k][i]==2) //For the t-copula
{
diffPDF_u_tCopula_new(zr1,zr2,T,param,&fam[k][i],handle1);
}
else
{
diffPDF_u_mod(zr1,zr2,T,&theta[k][i],&fam[k][i],handle1);
}
for(t=0;t<*T;t++ )
{
tildevalue[k][i][t]+=handle1[t]/cop[t]*tildezr1[t];
}
if(condirect[k+(*d)*i-1]==1)
{
for(t=0;t<*T;t++ )
{
tildevdirect[k-1][i][t]+=cop[t]*tildezr1[t];
}
}
if(conindirect[k+(*d)*i-1]==1)
{
param[0]=theta[k][i];
param[1]=nu[k][i];
if(fam[k][i]==2) //For the t-copula
{
diffhfunc_v_tCopula_new(zr2,zr1,T,param,&fam[k][i],handle1);
}
else
{
diffhfunc_v_mod2(zr2,zr1,T,&theta[k][i],&fam[k][i],handle1);
}
for(t=0;t<*T;t++ )
{
tildevindirect[k-1][i][t]+=handle1[t]*tildezr1[t];
}
}
}
if(calc[k+1][(*d-m)]==1)
{
param[0]=theta[k][i];
param[1]=nu[k][i];
if(fam[k][i]==2) //For the t-copula
{
diffPDF_u_tCopula_new(zr2,zr1,T,param,&fam[k][i],handle1);
}
else
{
diffPDF_v_mod(zr1,zr2,T,&theta[k][i],&fam[k][i],handle1);
}
for(t=0;t<*T;t++ )
{
tildevalue[k][i][t]+=handle1[t]/cop[t]*tildezr2[t];
}
if(condirect[k+(*d)*i-1]==1)
{
param[0]=theta[k][i];
param[1]=nu[k][i];
if(fam[k][i]==2) //For the t-copula
{
diffhfunc_v_tCopula_new(zr1,zr2,T,param,&fam[k][i],handle1);
}
else
{
diffhfunc_v_mod(zr1,zr2,T,&theta[k][i],&fam[k][i],handle1);
}
for(t=0;t<*T;t++ )
{
tildevdirect[k-1][i][t]+=handle1[t]*tildezr2[t];
}
}
if(conindirect[k+(*d)*i-1]==1)
{
for(t=0;t<*T;t++ )
{
tildevindirect[k-1][i][t]+=cop[t]*tildezr2[t];
}
}
}
}
for(t=0;t<*T;t++ )
{
sumloglik += tildevalue[k][i][t];
}
}
}//for loops closed
*out = sumloglik;
for(i=0;i<(*d);i++)
{
for(j=0;j<(*d);j++)
{
for(t=0;t<*T;t++ )
{
tilde_vdirect[(i+1)+(*d)*j+(*d)*(*d)*t-1]=tildevdirect[i][j][t];
tilde_vindirect[(i+1)+(*d)*j+(*d)*(*d)*t-1]=tildevindirect[i][j][t];
tilde_value[(i+1)+(*d)*j+(*d)*(*d)*t-1]=tildevalue[i][j][t];
}
}
}
//Free memory:
free_matrix(theta,*d); free_matrix(nu,*d); free_intmatrix(fam,*d);
free_intmatrix(calc, *d);
free_3darray(tildevindirect,*d,*d);
free_3darray(tildevdirect,*d,*d);
free_3darray(tildevalue,*d,*d);
Free(zr1); Free(zr2); Free(tildezr1); Free(tildezr2); Free(handle1); Free(cop);
}
