gamVine-class: The gamVine Class

In gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

Description

gamVine is an S4 class to store a conditional and potentially non-simplified pair-copula construction. Objects can be created by calls of the form new("gamVine", ...), or by function gamVine.

Slots

Matrix

Lower triangular d x d matrix that defines the tree structure.

model

list containing d x (d-1)/2 lists with three numeric items (family, par and par2) and/or gamBiCop objects.

names

vector of d names.

covariates

vector of names for the exogenous covariates.

See Also

gamVine, RVineMatrix, gamBiCop gamVineSeqFit, gamVineCopSelect, gamVineStructureSelect and gamVineSimulate.

gamCopula documentation built on Feb. 6, 2020, 5:12 p.m.