starting_guess | R Documentation |
Provide semi-smart starting values for dynamic copulas.
starting_guess(u, v, fam, k)
u |
A vector of uniform marginal values. |
v |
A vector of uniform marginal values. |
fam |
A vector of length one or two indicating which copula family to find initial values. A vector of length two indicates a mixture copula |
k |
Integer indicating how many segments to disjoint sets to break (u, v) into. |
This function breaks the given fixed marginals into k
disjoint
but adjacent sets of equal size. It then returns the estimated parameters of
a static copula governed by copula family fam
for each of the disjoint
sets.
A list of length k
with estimated copula parameters
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.