vineFitML-class: Class for the Results of Vine Inference by Maximum Likelihood

In vines: Multivariate Dependence Modeling with Vines

Description

Extends the vineFit class to include information about the Maximum Likelihood inference.

Slots

See vineFit for information about inherited slots.

optimMethod:

Object of class character. optim method.

optimConv:

Object of class numeric. optim convergence code (0 indicates successful completion).

startParams:

Object of class numeric. Vector with the parameters of the copulas in the pair-copula construction calculated using the sequential estimation procedure.

finalParams:

Object of class numeric. Vector with the parameters of the copulas in the pair-copula construction after the maximization of the log-likelihood.

Methods

show

signature(object = "vineFitML"): Print information about the fitted vine.

See Also

vineFit, vineFit, vineParameters.

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