fitrvine_basic: Fit a Vine to Data

In vincenzocoia/copsupp: Vine Copulas made easy

Description

Fits a vine to data using gausstrvine.mst and then fitting the vine array layer-by-layer using fitrvine_basic. Only fits a regular vine, not a generalized vine.

Usage

fitrvine_basic(
  dat,
  vbls = 1:ncol(dat),
  ntrunc = length(vbls) - 1,
  families = c("bvncop", "bvtcop", "mtcj", "gum", "frk", "joe", "bb1", "bb7", "bb8")
)

Arguments

dat	Data matrix with uniform scores.
vbls	Vector of variables (column numbers in dat) to fit a model to.
ntrunc	Truncation level of vine.
families	Copula families to fit. Sorry, no 'indepcop'.

Examples

set.seed(123)
dat <- matrix(runif(500), ncol = 5)
fitrvine_basic(dat)
fitrvine_basic(dat, 3)
fitrvine_basic(dat, integer(0))

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