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()
.- Parameter
u
: An \(n \times (d + k)\) or \(n \times 2d\) matrix of evaluation points, where \(k\) is the number of discrete variables (see
select()
).- Parameter
num_threads
: The number of threads to use for computations; if greater than 1, the function will be applied concurrently to
num_threads
batches ofu
.
- Parameter