predict_vine: Predictions and fitted values for a vine copula model

In rvinecopulib: High Performance Algorithms for Vine Copula Modeling

Predictions and fitted values for a vine copula model

Description

Predictions of the density and distribution function for a vine copula model.

Usage

## S3 method for class 'vine'
predict(object, newdata, what = "pdf", n_mc = 10^4, cores = 1, ...)

## S3 method for class 'vine'
fitted(object, what = "pdf", n_mc = 10^4, cores = 1, ...)

Arguments

object	a vine object.
newdata	points where the fit shall be evaluated.
what	what to predict, either "pdf" or "cdf".
n_mc	number of samples used for quasi Monte Carlo integration when what = "cdf".
cores	number of cores to use; if larger than one, computations are done in parallel on cores batches .
...	unused.

Value

fitted() and predict() have return values similar to dvine() and pvine().

Examples

x <- sapply(1:5, function(i) rnorm(50))
fit <- vine(x, copula_controls = list(family_set = "par"), keep_data = TRUE)
all.equal(predict(fit, x), fitted(fit), check.environment = FALSE)

rvinecopulib documentation built on March 7, 2023, 6:20 p.m.