lrt_copula {CopulaCenR} | R Documentation |
Likelihood-ratio test for covariate effect(s) in copula models
Description
This function (lrt_copula) is used to perform the likelihood ratio test (LRT) between two nested copula models
Usage
lrt_copula(model1, model2)
Arguments
model1 |
The output of the larger model |
model2 |
The output of the smaller model |
Value
the LRT statistics, p value
Examples
#' # Likelihood-ratio test for "rs2284665" in AREDS data
data(AREDS)
# Fit null model without "rs2284665"
copula2_sp_null <- ic_spTran_copula(data = AREDS, copula = "Copula2",
l = 0, u = 15, m = 3, r = 3,
var_list = c("SevScaleBL"))
# Fit full model
copula2_sp <- ic_spTran_copula(data = AREDS, copula = "Copula2",
l = 0, u = 15, m = 3, r = 3,
var_list = c("rs2284665","SevScaleBL"))
lrt_copula(model1 = copula2_sp, model2 = copula2_sp_null)
[Package CopulaCenR version 1.2.3 Index]