Bicop.aic
- Bicop.aic(self: pyvinecopulib.Bicop, u: numpy.ndarray[numpy.float64[m, n]] = array([], shape=(0, 2), dtype=float64)) float
Evaluates the Akaike information criterion (AIC).
The AIC is defined as
\[\mathrm{AIC} = -2\, \mathrm{loglik} + 2 p,\]where \(\mathrm{loglik}\) is the log-liklihood (see
Bicop.loglik()
) and \(p\) is the (effective) number of parameters of the model. The AIC is a consistent model selection criterion even for nonparametric models.- Parameters:
u – An \(n \times (2 + k)\) matrix of observations contained in \((0, 1)\), where \(k\) is the number of discrete variables.
- Returns:
The AIC evaluated at
u
.