VoseCopulaOptimalFit and related functions | Vose Software

VoseCopulaOptimalFit and related functions

See also: VoseOptimalFit and related functions, VoseTimeOptimalFit and related functions

 

{=VoseCopulaOptimalFit ({FittedCopulaObjects}, IC)}

 

 

VoseCopulaOptimalFit is an array function that returns a random sample from the optimal fitting copula amongst a set of fitted copulas.

{FittedCopulaObjects} - an array of fitted copula objects

IC - the information criteria to be used to determine which copula fits optimal: 1 = AIC, 2 = SIC, 3 = HQIC.

See   Example model

 

Other related functions

VoseCopulaOptimalFitObject ({FittedCopulaObjects}, IC)   -  Returns the optimal fitting copula object according to the selected information criteria.

VoseOptimalFitLLH ({FittedCopulaObjects})  -   Returns the Log Likelihood of the optimal fitting copula.

VoseOptimalFitAIC ({FittedCopulaObjects})   -   Returns the Akaike information criteria of the optimal fitting copula.

VoseOptimalFitHQIC ({FittedCopulaObjects})  -  Returns the Hannan-Quinn information criteria of the optimal fitting copula.

VoseOptimalFitSIC ({FittedCopulaObjects})   -   Returns the Schwarz information criteria of the optimal fitting copula.

 

 

ModelRisk

Monte Carlo simulation in Excel. Learn more

Spreadsheet risk analysis modeling

Tamara

Adding risk and uncertainty to your project schedule. Learn more

Project risk analysis

Navigation

Enterprise Risk Management software (ERM)

Learn more about our enterprise risk analysis management software tool, Pelican

Enterprise risk management software introduction