Description Usage Arguments Details Value Author(s) See Also Examples
View source: R/stCoVarVineCopula.R
This function provides a more comfortable way of defining a stCoVarVineCopula
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1 | stCoVarVineCopula(coVarCop, stCop, topCop)
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coVarCop |
A function returning a returning a bivariate copula object for absolute pairs of spatio-temporal indices |
stCop |
Object of class |
topCop |
Object of class |
For a spatio-temporal random field Z with covariate Y a c-vine is assumed with data sorted as (z_0, y_0, z_1, .., z_n).
An object of class stCoVarVineCopula
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Benedikt Graeler
stVineCopula
, stCoVarVineCopula
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | # a spatio-temporal C-vine copula (with independent copulas in the upper vine)
spCopT0 <- spCopula(components=list(claytonCopula(8), claytonCopula(4),
claytonCopula(2), claytonCopula(1),
claytonCopula(0.5), indepCopula()),
distances=c(0,100,200,300,400,500),
unit="km")
spCopT1 <- spCopula(components=list(claytonCopula(4), claytonCopula(2),
claytonCopula(1), claytonCopula(0.5),
indepCopula()),
distances=c(0,100,200,300,400),
unit="km")
spCopT2 <- spCopula(components=list(claytonCopula(2), claytonCopula(1),
claytonCopula(0.5), indepCopula()),
distances=c(0,100,200,300),
unit="km")
stCop <- stCopula(components=list(spCopT0, spCopT1, spCopT2),
tlags=-(0:2))
# only a constant copula ius used for the covariate
stCoVarVineCopula(function(x) gumbelCopula(2), stCop, vineCopula(9L))
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