Vine-class: Base Vine Class

In yasserglez/vines: Multivariate Dependence Modeling with Vines

Base Vine Class

Description

Base class of all classes that implement vine models in the package. It is a virtual class, no objects may be created from it.

Slots

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.

Methods

show

signature(object = "Vine"): Print a textual representation of the vine.

dimnames

signature(x = "Vine"): Retrieve the names of the variables of the vine.

dimnames<-

signature(x = "Vine"): Set the names of the variables of the vine.

References

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.

See Also

RVine, CVine, DVine.

yasserglez/vines documentation built on Nov. 9, 2024, 10:52 a.m.