opt_auto | R Documentation |
The parameters of 15 different circular-linear copulas are fitted to data
and sorted
according to AIC. For each copula, first, a starting value for the maximum
likelihood estimation (MLE) is found using fit_cylcop_cor()
.
Then, MLE is carried out with a "reasonable" setup using fit_cylcop_ml()
.
If MLE fails, parameters obtained with fit_cylcop_cor()
are reported.
opt_auto(theta, x)
theta |
numeric vector of angles (measurements of a circular variable). |
x |
numeric vector of step lengths (measurements of a linear variable). |
A list containing 3 lists: Descriptions of the copulas, the
'cyl_copula
' objects with fitted parameters, and the AIC.
The lists are sorted by ascending AIC.
If fit_cylcop_ml()
has failed, the reported parameters are the ones obtained
with fit_cylcop_cor()
and the AIC is set to NA
.
Hodelapplcylcop
\insertRefHodelmethodcylcop
fit_cylcop_cor()
, fit_cylcop_ml()
set.seed(123) #Optimal copula is independent of marginals. data <- rcylcop(100,cyl_quadsec(0.1)) #This takes a few seconds to run. copula_lst <- opt_auto(theta = data[,1], x = data[,2])
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