spVineCopula: Constructor of the virtual super class 'spVineCopula'.

In BenGraeler/spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

Description

Construct an instance of the mixedSpVineCopula or pureSpVineCopula grouped as the spVineCopula super class.

Usage

spVineCopula(spCop, topCop=NULL)

Arguments

spCop	Object of class spCopula. A bivariate spatially varying copula.
topCop	Object of class copula. A bivariate, multivariate or R-Vine copula joining the spatial components (neighbours). In case all trees are spatial copulas, this argument might be NULL.

Value

An instance of the spVineCopula class (either mixedSpVineCopula or pureSpVineCopula).

Author(s)

Benedikt Graeler

References

Graeler, B. and E. Pebesma (2011): The pair-copula construction for spatial data: a new approach to model spatial dependency. Procedia Environmental Sciences (Vol. 7, pp. 206 - 211), Elsevier.

Examples

# a spatial C-vine copula (with independent dummy copulas in the upper vine)
data("spCopDemo")

calcKTauPol <- fitCorFun(bins, degree=3)

spCop <- spCopula(components=list(normalCopula(0.2), normalCopula(0.2), 
                                  tCopula(0.2, dispstr = "un"),
                                  frankCopula(1.2), normalCopula(0.2), 
                                  claytonCopula(0.2), claytonCopula(0.2),
                                  claytonCopula(0.2), claytonCopula(0.2),
                                  claytonCopula(0.2), indepCopula()),
                  distances=c(0,bins$meanDists),
                  spDepFun=calcKTauPol, unit="m")

library("VineCopula")
RVM <- RVineMatrix(matrix(c(1,0,0,2,2,0,3,3,3),3,byrow=TRUE))
spVineCopula(spCop, vineCopula(RVM))

BenGraeler/spcopula documentation built on Nov. 20, 2020, 4:07 p.m.