test_vineclust: fit model to toy example

In pderdeyn/Stats230VineCopulaClustering: What the Package Does (One Line, Title Case)

fit model to toy example

Description

fit model to toy example

Usage

test_vineclust(
  x,
  margin_pars,
  M1,
  M2,
  F1,
  F2,
  cop1,
  cop2,
  mix,
  iter = 100,
  maxit = 10,
  tol = 0.01
)

Arguments

x	data
margin_pars	marginal parameters
M1	vine structure for component 1
M2	vine structure for component 2
F1	copula families for component 1
F2	copula families for component 2
cop1	copula params for component 1
cop2	copula params for component 2
mix	mixing parameters for components
iter	iterations of ECM
maxit	iterations for each CM step
tol	tolerance for stopping by log likelihood

Value

model

pderdeyn/Stats230VineCopulaClustering documentation built on March 21, 2022, 12:56 a.m.