Bicop.loglik

Bicop.loglik(self: pyvinecopulib.Bicop, u: numpy.ndarray[numpy.float64[m, n]] = array([], shape=(0, 2), dtype=float64)) → float

Evaluates the log-likelihood.

The log-likelihood is defined as

\[\mathrm{loglik} = \sum_{i = 1}^n \log c(U_{1, i}, U_{2, i}),\]

where \(c\) is the copula density, see Bicop::pdf().

Parameter u:

An \(n \times (2 + k)\) matrix of observations contained in \((0, 1)\), where \(k\) is the number of discrete variables.