Copula函数

参数

p值

RMSE

AIC

t-Copula (v = 2)

[0.98, 0.91, 0.33, 0.93, 0.35, 0.43]

0.29

0.022

−370.37

t-Copula (v = 3)

[0.99, 0.92, 0.37, 0.94, 0.39, 0.47]

0.45

0.020

−379.46

t-Copula (v = 4)

[0.99, 0.93, 0.40, 0.94, 0.42, 0.49]

0.55

0.020

−379.34

t-Copula (v = 5)

[0.99, 0.94, 0.42, 0.95, 0.43, 0.51]

0.61

0.020

−377.47