get_xv: Cross validation for nested Archimedean copulas

Description Usage Arguments Value

View source: R/get_xv.R

Description

Cross validation for nested Archimedean copulas

Usage

1
get_xv(x, nac_Node, k = NULL)

Arguments

x

a data matrix to be transformed to pseudo-observations

nac_Node

an NAC node

k

the number of data blocks; if k = NULL, nrow(x) blocks are considered

Value

A real number equal to the cross-validation criterion


athenamelia/Copula documentation built on March 29, 2020, 10:02 a.m.