Description Usage Arguments See Also Examples
Functions to create Vine
objects.
1 2 3 4 5 6 7 8 9 | 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))
|
type |
Type of vine. Supported values: |
dimension |
See the documentation of the |
trees |
See the documentation of the |
copulas |
See the documentation of the |
1 2 3 4 5 6 7 8 9 10 11 12 13 | 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)
|
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)
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