Vinecop.loglik

Vinecop.loglik(self: pyvinecopulib.Vinecop, u: numpy.ndarray[numpy.float64[m, n]] = array([], shape=(0, 0), dtype=float64), num_threads: int = 1) → float

Evaluates the log-likelihood.

The log-likelihood is defined as

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

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

Parameters:

• u – An \(n \times (d + k)\) or \(n \times 2d\) matrix of evaluation points, where \(k\) is the number of discrete variables (see select() or Vinecop.pdf()).

• num_threads – The number of threads to use for computations; if greater than 1, the function will be applied concurrently to num_threads batches of u.

Returns:

The log-likelihood as a double.