Log-Likelihood of a kdecopula object

Log-Likelihood of a kdecopula object

# S3 method for 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").

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)
#> 'log Lik.' 190.9658 (df=12.46581)
AIC(fit)
#> [1] -357
BIC(fit)
#> [1] -302.8501