clic Calculating the Composite likelihood information criterion proposed by Varin and Vidoni (2005)
clic(logCL, mat.hessian, mat.J)value of composite log-likelihood.
hessian matrix.
Sensitivity matrix
CLIC: Composite likelihood information criterion proposed by Varin and Vidoni (2005)
clic: Composite likelihood information criterion proposed by Varin and Vidoni (2005)
Varin and Vidoni (2005) proposed the information criterion in the form: \(-2*logCL(theta) + 2*trace(H^{-1}(\theta)J(\theta))\)
Varin, C. and Vidoni, P. (2005) A note on composite likelihood inference and model selection. Biometrika 92: 519--528.