logLik.kdecopula {kdecopula}

Log-Likelihood of a kdecopula object

Description

Log-Likelihood of a kdecopula object

Usage

## S3 method for class 'kdecopula'
logLik(object, ...)

Arguments

object

an object of class kdecopula.

...

not used.

Value

Returns an object of class logLik containing the log- likelihood, number of observations and effective number of parameters ("df").

Author(s)

Thomas Nagler

See Also

logLik, AIC, BIC

Examples

## 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)