goodness.of.fit: Goodness of fit for the general GMCM
In GMCM: Fast Estimation of Gaussian Mixture Copula Models

Description Usage Arguments Value Examples

Compute goodness of fit as described in AIC. The number of parameters used correspond to the number of variables free to vary in the general model.

1	goodness.of.fit(theta, u, method = c("AIC", "BIC"), k = 2)

`theta`	A `list` of parameters as defined in `rtheta`. For t this function, it will usually be the output of `fit.full.GMCM`.
`u`	An `n` by `d` matrix of marginally uniform observations. Rows corresponds to observations and columns to the dimensions of the variables. I.e. these are often ranked and scaled test statistics or other observations.
`method`	A `character` of length 1 which specifies the goodness of fit to compute. Default is "AIC". "BIC" is also a option.
`k`	A integer specifying the default used constant "k" in AIC. See `AIC`.

A single number giving the goodness of fit as requested.

set.seed(2)
data(u133VsExon)
u <- Uhat(u133VsExon[sample(19577, 500), ])  # Subset for faster fitting
theta1 <- fit.full.GMCM(u, m = 2, method = "L-BFGS")
goodness.of.fit(theta1, u)  # AIC
goodness.of.fit(theta1, u, method = "BIC")
## Not run: 
theta2 <- fit.full.GMCM(u, m = 3, method = "L-BFGS")
goodness.of.fit(theta2, u)
goodness.of.fit(theta2, u, method = "BIC")

## End(Not run)