obtain AIC value for each copula
hi, good morning. I need to compare the different copulas to figure out which one fits the data best. To do this I have to calculate the IAC for each copula. Can anyone tell me how I can implement this calculation? A thousand thanks
%copula Gaussiana
[grho]=copulafit(‘Gaussian’,[vu2 vu4])
rho = grho(1,2)
cm = 10 % number of evaluation
d = linspace(0,1,cm);
[u2,u4] = meshgrid(d,d);
u = copularnd(‘Gaussian’,rho,n);hi, good morning. I need to compare the different copulas to figure out which one fits the data best. To do this I have to calculate the IAC for each copula. Can anyone tell me how I can implement this calculation? A thousand thanks
%copula Gaussiana
[grho]=copulafit(‘Gaussian’,[vu2 vu4])
rho = grho(1,2)
cm = 10 % number of evaluation
d = linspace(0,1,cm);
[u2,u4] = meshgrid(d,d);
u = copularnd(‘Gaussian’,rho,n); hi, good morning. I need to compare the different copulas to figure out which one fits the data best. To do this I have to calculate the IAC for each copula. Can anyone tell me how I can implement this calculation? A thousand thanks
%copula Gaussiana
[grho]=copulafit(‘Gaussian’,[vu2 vu4])
rho = grho(1,2)
cm = 10 % number of evaluation
d = linspace(0,1,cm);
[u2,u4] = meshgrid(d,d);
u = copularnd(‘Gaussian’,rho,n); aic, copula MATLAB Answers — New Questions