Loss of a copula estimation (if the model has one)

Source: R/generics.R, R/Cort.R

Currently only implemented for Cort models. Compute the loss of the model.

loss(object)

# S4 method for class 'Cort'
loss(object)

Arguments

object

the copula object

Value

the Integrated square error loss of the model

Functions

  • loss,Cort-method: Method for the class Cort

Examples

cop <- Cort(cort::recoveryourself_data[1:10,])
#> Splitting...
#> 
#>      1 leaves to split...
#>      2 leaves to split...
#>      3 leaves to split...
#> Enforcing constraints...
#> Done !
loss(cop)
#> [1] -1.797796