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Table 2
Parameters estimated by Maximum Log-Likelihood (MLL) and BIC values for the copula between the pseudo-observations ranks(dam factor) and ranks(Dmax). Left: dam factor = H × VF, = 12378.75; Right: dam factor = Hf,
= 1479.85. In both cases the degrees η are estimated by MLL using the tCopula() function of the copula R-package.
H × VF vs. Dmax
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Hf vs. Dmax
|
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Copula | Parameter estimate | BIC | Copula | Parameter estimate | BIC |
Gaussian | 0.744 | 9.902 | Gaussian | 0.799 | 11.306 |
Gumbel H | 2.055 | 9.869 | Gumbel H | 2.329 | 11.015 |
Frank | 5.826 | 9.076 | Frank | 7.237 | 10.708 |
Joe | 2.548 | 8.750 | t | 0.799 | 9.602 |
t | 0.744 | 8.201 | Joe | 2.888 | 9.435 |
Clayton | 1.254 | 5.993 | Clayton | 1.558 | 7.387 |