c_bic: Model selection criteria for fitcop objects: BIC

In AlexanderRitz/copR: Archimedean Copulas (copR)

Description

Calculates BIC for a supplied fitted copula object.

Usage

c_bic(copula)

Arguments

copula

A list of class "fitcop". Supplies the value of the log-likelihood function.

Value

The value of the BIC for the supplied copula and the related maximum likelihood estimation.

See Also

cloglik and c_aic

Examples

exc <- claycop(par = 5, dim = 2)
U <- matrix(c(0.7026, 0.6359, 0.4116, 0.8833, 0.3127, 0.4035), nrow = 3,
byrow = TRUE)
fit <- cfit(copula = exc, data = U)
c_bic(fit)

AlexanderRitz/copR documentation built on Oct. 30, 2019, 4:11 a.m.