Is there a matlab function which returns the Gaussian Copula's Nlogl or AICc?
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Hi, I'm trying to implement a decision method in my model that chooses the copula which best fit my data. I know matlab offers the copulafit function. Unfortunately I can extract all likelihood values, except for the gaussian copula. Since it's a part of my thesis it won't be sufficient to just state Gaussian is best, I need to show it's likelihood values (AICc in my case). Therefore i'm looking for a matlab function which can return this value (or the Nlogl value) for me.
small disclaimer i'm not a math graduate ;)
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