combine_copmat: Combine Copula and Parameter Matrices

In vincenzocoia/copsupp: Vine Copulas made easy

Description

Combines a copula matrix and a parameter matrix, so that specific copulas are indicated.

Usage

combine_copmat(rv, copmat, cparmat, digits = 3)

Arguments

rv	Object of type "rvine"
copmat	Matrix of copula families, as in an "rvine" object.
cparmat	Matrix of copula parameters, as in an "rvine" object.
digits	Number of significant digits to round parameter values to.

Value

Just see an example, but here's a description: Character matrix with entries starting with that in copmat, followed by the corresponding parameter values in cparmat separated by commas, housed in parentheses.

Note

copmat and cparmat are not needed if rv is specified, and vice-versa.

Examples

G <- AtoG(CopulaModel::Dvinearray(4))

## Example 1
rv <- rvine(G, "frk", 2)
combine_copmat(rv)
combine_copmat(copmat=rv$copmat, cparmat=rv$cparmat)

## Example 2
rv <- rvine(G, "bvtcop", c(0.4, 5))
combine_copmat(rv)

## Example 3
rv <- rvine(matrix(4:1, ncol = 4))
combine_copmat(rv)

vincenzocoia/copsupp documentation built on Aug. 23, 2020, 7:37 a.m.