View source: R/ITCI-Dvine-inference-utils.R
Dvine_ICA_confint | R Documentation |
Dvine_ICA_confint()
computes the confidence interval for the ICA
in the D-vine copula model. The unidentifiable parameters are fixed at the user
supplied values.
Dvine_ICA_confint(
fitted_model,
alpha,
copula_par_unid,
copula_family2,
rotation_par_unid,
n_prec,
mutinfo_estimator = NULL,
composite,
B,
seed
)
fitted_model |
Returned value from |
alpha |
(numeric) |
copula_par_unid |
Parameter vector for the sequence of unidentifiable
bivariate copulas that define the D-vine copula. The elements of
|
copula_family2 |
Copula family of the other bivariate copulas. For the
possible options, see |
rotation_par_unid |
Vector of rotation parameters for the sequence of
unidentifiable bivariate copulas that define the D-vine copula. The elements of
|
n_prec |
Number of Monte Carlo samples for the computation of the mutual information. |
mutinfo_estimator |
Function that estimates the mutual information
between the first two arguments which are numeric vectors. Defaults to
|
composite |
(boolean) If |
B |
Number of bootstrap replications |
seed |
Seed for Monte Carlo sampling. This seed does not affect the global environment. |
(numeric) Vector with the limits of the two-sided 1 - alpha
confidence interval.
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