aic.grid {GRIDCOPULA}

Calculates the Akaike Information Criterion "AIC" of a grid type copula

Description

This function receives a grid type copula as a parameter and returns the value of the AIC.

Usage

aic.grid(gc)

Arguments

gc

a grid type copula object.

Value

Returns a number with the AIC of a grid type copula.

Examples

# Generating simulated data with a transformation to the copula domain 
n <- 500
x <- rgamma(n,4,1/2)
e <- rnorm(n,0,.3)
y <- sin(x+e)
Fx <- ecdf(x)
Fy <- ecdf(y)
u <- Fx(x)
v <- Fy(y)
df <- cbind(u,v)
copula.grid <- estimate.gridCopula(U = df, k = 5, m = 4 , method = "ml")
aic.grid(copula.grid)

# Using the Iris dataset, transformation is not mandatory
copula.grid <- estimate.gridCopula(X = iris[,1:2], k = 3, m = 7 , method = "ml")
aic.grid(copula.grid)