clic {clordr}

Composite likelihood Information Criterion

Description

clic Calculating the Composite likelihood information criterion proposed by Varin and Vidoni (2005)

Usage

clic(logCL, mat.hessian, mat.J)

Arguments

logCL

value of composite log-likelihood.

mat.hessian

hessian matrix.

mat.J

Sensitivity matrix

Details

Varin and Vidoni (2005) proposed the information criterion in the form: -2*logCL(theta) + 2*trace(H^{-1}(\theta)J(\theta))

Value

CLIC: Composite likelihood information criterion proposed by Varin and Vidoni (2005)

clic: Composite likelihood information criterion proposed by Varin and Vidoni (2005)

References

Varin, C. and Vidoni, P. (2005) A note on composite likelihood inference and model selection. Biometrika 92: 519–528.