stCoVarVineCopula: Constructor for 'stCoVarVineCopula'

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

Description

This function provides a more comfortable way of defining a stCoVarVineCopula.

Usage

stCoVarVineCopula(coVarCop, stCop, topCop)

Arguments

coVarCop	A function returning a returning a bivariate copula object for absolute pairs of spatio-temporal indices
stCop	Object of class "stCopula" modelling the spatio-temporal dependence on the first tree
topCop	Object of class "copula" joining the spatio-temporal tree with its additional covariate copula to a full vine copula.

Details

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).

Value

An object of class stCoVarVineCopula.

Author(s)

Benedikt Graeler

See Also

stVineCopula, stCoVarVineCopula

Examples

# 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))

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