starting_guess: Provide semi-smart starting values for dynamic copulas.
In LucasDowiak/dynocopula: Implementation of markov switching, smooth transition, and sequential break point copulas
starting_guess R Documentation
Provide semi-smart starting values for dynamic copulas.
Description
Provide semi-smart starting values for dynamic copulas.
Usage
starting_guess(u, v, fam, k)
Arguments
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.
Details
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.
Value
A list of length k with estimated copula parameters
LucasDowiak/dynocopula documentation built on April 28, 2024, 12:34 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| starting_guess | R Documentation |
Provide semi-smart starting values for dynamic copulas.
Description
Provide semi-smart starting values for dynamic copulas.
Usage
starting_guess(u, v, fam, k)
Arguments
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. |
Details
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.
Value
A list of length k with estimated copula parameters
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.