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.




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