Vine: Create Vine Objects

In vines: Multivariate Dependence Modeling with Vines

Description

Functions to create Vine objects.

Usage

Vine(type, dimension = 2, trees = dimension - 1,
     copulas = matrix(list(indepCopula()), 
                      dimension - 1, dimension - 1))
CVine(dimension = 2, trees = dimension - 1,
      copulas = matrix(list(indepCopula()), 
                       dimension - 1, dimension - 1))
DVine(dimension = 2, trees = dimension - 1,
      copulas = matrix(list(indepCopula()), 
                       dimension - 1, dimension - 1))

Arguments

type	Type of vine. Supported values: "CVine" and "DVine".
dimension	See the documentation of the Vine slot.
trees	See the documentation of the Vine slot.
copulas	See the documentation of the Vine slot.

See Also

Vine, CVine, DVine.

Examples

dimension <- 3
copulas <- matrix(list(normalCopula(0.5),
                       claytonCopula(2.75),
                       tCopula(0.75, df = 2),
                       NULL),
                  ncol = dimension - 1,
                  nrow = dimension - 1,
                  byrow = TRUE)

Vine("DVine", dimension = dimension, trees = dimension - 1,
     copulas = copulas)
DVine(dimension = dimension, trees = dimension - 1,
      copulas = copulas)

Example output

Loading required package: copula
Vine

Type: D-vine 
Dimension: 3 
Dependency trees: 2 

1,2: <deprecated slot> (rho.1 = 0.5)
2,3: <deprecated slot> (alpha = 2.75)

1,3|2: <deprecated slot> (rho.1 = 0.75, df = 2)
Vine

Type: D-vine 
Dimension: 3 
Dependency trees: 2 

1,2: <deprecated slot> (rho.1 = 0.5)
2,3: <deprecated slot> (alpha = 2.75)

1,3|2: <deprecated slot> (rho.1 = 0.75, df = 2)

vines documentation built on May 2, 2019, 5:55 a.m.