layeropts: Fitting options for a new Vine Layer
In vincenzocoia/copsupp: Vine Copulas made easy

When fitting a new layer(s) to a vine, use this function to specify "known" components of the new layer(s), as well as

layeropts(
  var = NULL,
  G = NULL,
  ntrunc = NULL,
  cops = NULL,
  cpar = NULL,
  families = c("bvncop", "bvtcop", "mtcj", "gum", "frk", "joe", "bb1", "bb7", "bb8")
)

ntrunc

Truncation level. Could be a vector corresponding to the truncation level for the variables var or G[1, ].

A list of partially-specified layers of a vine.

Regarding the vine array info:

$var Vector of new variables that these layers add, not necessarily in order.
$ntrunc Depending on how much information is input, could be NULL, an integer for maximum tree depth of these layers, or a vector of tree depth for each layer.
$G Either NULL, or a vine array.

Regarding copula and parameter info:

$copmat Copula matrix for these layers. No blank column to the left. Some entries may be NA.
$cparmat Copula parameter matrix for these layers. No blank column to the left. Some entries may contain NA's.

The arrays here use the newer form, where variables go in row 1.

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