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)

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