vineParameters: Parameters of a Vine

In vines: Multivariate Dependence Modeling with Vines

Description

Retrieve or set the parameters of a Vine.

Usage

vineParameters(vine)
vineParameters(vine) <- value

Arguments

vine	A Vine object.
value	Vector with the parameters of the copulas in the pair-copula construction. This vector is the result of the concatenation of the parameters slots of the copula objects in the copulas slot of the Vine object (by rows).

Examples

dimension <- 5
copulas <- matrix(c(list(tCopula(-0.25, df = 2),
                         tCopula(-0.5, df = 4),
                         tCopula(0.25, df = 6),
                         tCopula(0.5, df = 8)),
                    rep(list(NULL), 12)),
                  ncol = dimension - 1, 
                  nrow = dimension - 1,
                  byrow = TRUE)
vine <- DVine(dimension = dimension, trees = 1, 
              copulas = copulas)
dimnames(vine) <- c("A", "B", "C", "D", "E")

vineParameters(vine)
show(vine)

vineParameters(vine) <- c(-0.25, 3, -0.5, 5, 0.25, 7, 0.5, 9)

vineParameters(vine)
show(vine)

Example output

Loading required package: copula
[1] -0.25  2.00 -0.50  4.00  0.25  6.00  0.50  8.00
Vine

Type: D-vine 
Dimension: 5 
Dependency trees: 1 

A,B: <deprecated slot> (rho.1 = -0.25, df = 2)
B,C: <deprecated slot> (rho.1 = -0.5, df = 4)
C,D: <deprecated slot> (rho.1 = 0.25, df = 6)
D,E: <deprecated slot> (rho.1 = 0.5, df = 8)
[1] -0.25  3.00 -0.50  5.00  0.25  7.00  0.50  9.00
Vine

Type: D-vine 
Dimension: 5 
Dependency trees: 1 

A,B: <deprecated slot> (rho.1 = -0.25, df = 3)
B,C: <deprecated slot> (rho.1 = -0.5, df = 5)
C,D: <deprecated slot> (rho.1 = 0.25, df = 7)
D,E: <deprecated slot> (rho.1 = 0.5, df = 9)

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