Description Slots Methods References See Also
Base class of all classes that implement vine models in the package. It is a virtual class, no objects may be created from it.
type
:Object of class "character"
. Descriptive name of
the type of vine: Canonical vine or D-vine.
dimension
:Object of class "numeric"
. Dimension of the vine.
dimensionNames
:Object of class "character"
. Names of the
variables of the vine. It is either an empty character vector or a vector
with one element for each variable of the vine.
copulas
:Object of class "matrix"
. It contains the
copula
objects for each copula in the pair-copula
decomposition. The indexes of the matrix follow the notation used for the
subscripts of theta in (Aas et al., 2009).
trees
:Object of class "numeric"
. Number of dependence
trees of the vine. It should be an integer between 0
and
dimension - 1
, including both endpoints. Functions acting on
vines assume that copulas in arcs of all trees greater than trees
are independence copulas.
signature(object = "Vine")
:
Print a textual representation of the vine.
signature(x = "Vine")
:
Retrieve the names of the variables of the vine.
signature(x = "Vine")
:
Set the names of the variables of the vine.
Aas, K. and Czado, C. and Frigessi, A. and Bakken, H. (2009) Pair-copula constructions of multiple dependence. Insurance: Mathematics and Economics 44, 182–198.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.