bic.grid {GRIDCOPULA} | R Documentation |
This function receives a grid type copula as a parameter and returns the value of the BIC.
bic.grid(gc)
gc |
a grid type copula object. |
Returns a number with the BIC of a grid type copula.
# 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")
bic.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")
bic.grid(copula.grid)