Source code for core.copulas.application.services.diagnostics_service

from CopulaFurtif.core.copulas.domain.estimation.estimation import pseudo_obs
import numpy as np

[docs] class DiagnosticsService:
[docs] def evaluate(self, data, copula): u, v = pseudo_obs(data) cdf = [u, v] result = { "Copula": copula.name, "LogLik": copula.log_likelihood_, "Params": len(copula.parameters), "Obs": copula.n_obs, "AIC": copula.AIC() if hasattr(copula, 'AIC') else np.nan, "BIC": copula.BIC() if hasattr(copula, 'BIC') else np.nan, "Kendall Tau Error": copula.kendall_tau_error(data) if hasattr(copula, 'kendall_tau_error') else np.nan } return result