Description Usage Arguments Author(s) References
Ordering the levels of the R-vine, depending on the pairwise cAIC- or kendells tau-values.
1 2 | order.vine(help.env,test.ind=FALSE)
order.vine.level(tree,help.env)
|
help.env |
Containing all information, environment of vine() |
test.ind |
Deafult is FALSE, due to (n over 2) possible pair-copulas in the second level of a R-vine with n variables. If TRUE, testing of independence for each pair-copula in the second level of the R-vine is performed. |
tree |
Forthgoing tree, which used for estimating the next tree, only needed for level 3 and higher levels. |
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
Nonparametric estimation of simplified vines: comparison of methods, Nagler N., Schellhase, C. and Czado, C. (2017) Dependence Modeling.
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