Vinecop.loglik
- Vinecop.loglik(self, u: numpy.ndarray = array([], shape=(0, 0), dtype=float64), num_threads: int = 1, parameters: numpy.ndarray | None = None) 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
pdf().- Parameters:
- undarray, shape (n, m), dtype float
An \(n \times (d + k)\)or \(n \times 2d\)matrix of evaluation points, where \(k\)is the number of discrete variables (see
select()orpdf()).- num_threadsint
The number of threads to use for computations; if greater than 1, the function will be applied concurrently to
num_threadsbatches ofu.
- Returns:
- float
The log-likelihood as a double.