Is there a matlab function which returns the Gaussian Copula's Nlogl or AICc?

1 次查看（过去 30 天）
Nick
Nick 2017-9-28
Hi, I'm trying to implement a decision method in my model that chooses the copula which best fit my data. I know matlab offers the copulafit function. Unfortunately I can extract all likelihood values, except for the gaussian copula. Since it's a part of my thesis it won't be sufficient to just state Gaussian is best, I need to show it's likelihood values (AICc in my case). Therefore i'm looking for a matlab function which can return this value (or the Nlogl value) for me.
small disclaimer i'm not a math graduate ;)

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Probability Distributions 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by