clic: Composite likelihood Information Criterion

In clordr: Composite Likelihood Inference and Diagnostics for Replicated Spatial Ordinal Data

Composite likelihood Information Criterion

Description

clic Calculating the Composite likelihood information criterion proposed by Varin and Vidoni (2005)

Usage

clic(logCL, mat.hessian, mat.J)

Arguments

logCL	value of composite log-likelihood.
mat.hessian	hessian matrix.
mat.J	Sensitivity matrix

Details

Varin and Vidoni (2005) proposed the information criterion in the form: -2*logCL(theta) + 2*trace(H^{-1}(θ)J(θ))

Value

CLIC: Composite likelihood information criterion proposed by Varin and Vidoni (2005)

clic: Composite likelihood information criterion proposed by Varin and Vidoni (2005)

References

Varin, C. and Vidoni, P. (2005) A note on composite likelihood inference and model selection. Biometrika 92: 519–528.

clordr documentation built on March 25, 2022, 1:06 a.m.