logLik.kdecopula | R Documentation |
kdecopula
objectLog-Likelihood of a kdecopula
object
## S3 method for class 'kdecopula'
logLik(object, ...)
object |
an object of class |
... |
not used. |
Returns an object of class logLik
containing the log-
likelihood, number of observations and effective number of parameters ("df").
Thomas Nagler
logLik
,
AIC
,
BIC
## load data and transform with empirical cdf
data(wdbc)
udat <- apply(wdbc[, -1], 2, function(x) rank(x) / (length(x) + 1))
## estimation of copula density of variables 5 and 6
fit <- kdecop(udat[, 5:6])
## compute fit statistics
logLik(fit)
AIC(fit)
BIC(fit)
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