AICc

Akaike Corrected Information Criterion

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

AICc function

<dl><dt>object</dt>
<dd>a fitted model object for which there exists a logLik method
to extract the corresponding log-likelihood.</dd>
<dt>...</dt>
<dd>optionally more fitted model objects.</dd></dl>

Arguments

Akaike Corrected Information Criterion — AICc

<dl>

<dt>object</dt>
<dd>a fitted model object for which there exists a logLik method
to extract the corresponding log-likelihood.</dd>


<dt>...</dt>
<dd>optionally more fitted model objects.</dd>

</dl>

AICc: Akaike Corrected Information Criterion

Description

Usage

Value

Arguments