Log-Likelihood of a kdecopula object
Log-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
## 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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