Vine: Create Vine Objects

In yasserglez/vines: Multivariate Dependence Modeling with Vines

Create Vine Objects

Description

Functions to create Vine objects.

Usage

Vine(type, dimension = 2, trees = dimension - 1,
     copulas = matrix(list(indepCopula()), 
                      dimension - 1, dimension - 1))
CVine(dimension = 2, trees = dimension - 1,
      copulas = matrix(list(indepCopula()), 
                       dimension - 1, dimension - 1))
DVine(dimension = 2, trees = dimension - 1,
      copulas = matrix(list(indepCopula()), 
                       dimension - 1, dimension - 1))

Arguments

type	Type of vine. Supported values: "CVine" and "DVine".
dimension	See the documentation of the Vine slot.
trees	See the documentation of the Vine slot.
copulas	See the documentation of the Vine slot.

See Also

Vine, CVine, DVine.

Examples

dimension <- 3
copulas <- matrix(list(normalCopula(0.5),
                       claytonCopula(2.75),
                       tCopula(0.75, df = 2),
                       NULL),
                  ncol = dimension - 1,
                  nrow = dimension - 1,
                  byrow = TRUE)

Vine("DVine", dimension = dimension, trees = dimension - 1,
     copulas = copulas)
DVine(dimension = dimension, trees = dimension - 1,
      copulas = copulas)

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