extract_copula_pars: Extraction of copula parameters from a model

In ben-j-barlow/rcbmm: Regularized Copula-Based Mixture Model: Estimation and Model Selection

Description

A function for extracting the copula parameters parameterizing the mixture components of a regularized copula-based mixture model from a list of mvdc objects. The copula parameter for each mixture component can be extracted in terms of a correlation matrix or a matrix of angles.

Usage

extract_copula_pars(mvdc, as_angles = F)

Arguments

mvdc	A list of objects of class mvdc. Each element of the list corresponds to a mixture component and contains the estimates for the component distribution's marginal and copula parameters.
as_angles	A logical value indicating whether the copula parameter should be returned as a matrix of angles instead of a correlation matrix.

Value

A list of matrices corresponding to the copula parameter of each mixture component contained in mvdc.

See Also

extract.marginal.pars

ben-j-barlow/rcbmm documentation built on Feb. 12, 2021, 9:14 a.m.