Usage: |
{tm, mL, AIC, BIC} = mnllike(u,nrcop,lower,upper)
|
Input: |
| u | n x 2 matrix, data
|
| nrcop | scalar, integer between 1 and 7, selects the copula,
1 - Clayton copula
2 - Frank copula
3 - Ali-Mikhail-Haq copula
4 - Farlie-Gumbel-Morgenstern copula
5 - Gumbel Extreme Value Copula
6 - Gumbel II Extreme Value Copula
7 - Galambos Extreme Value Copula
|
| lower | scalar, lower bound of parameter theta
|
| upper | scalar, upper bound of parameter theta
|
Output: |
| tm | scalar, estimation of parameter theta from the given copula |
| mL | scalar, value of maximum likelihood function |
| AIC | scalar, value of Akaike Information Criterion, AIC |
| BIC | scalar, value of Schwarz Information Criterion, BIC |