vineFitML-class: Class for the Results of Vine Inference by Maximum Likelihood

In yasserglez/vines: Multivariate Dependence Modeling with Vines

Class for the Results of Vine Inference by Maximum Likelihood

Description

Extends the vineFit class to include information about the Maximum Likelihood inference.

Slots

See vineFit for information about inherited slots.

optimMethod:

Object of class character. optim method.

optimConv:

Object of class numeric. optim convergence code (0 indicates successful completion).

startParams:

Object of class numeric. Vector with the parameters of the copulas in the pair-copula construction calculated using the sequential estimation procedure.

finalParams:

Object of class numeric. Vector with the parameters of the copulas in the pair-copula construction after the maximization of the log-likelihood.

Methods

show

signature(object = "vineFitML"): Print information about the fitted vine.

See Also

vineFit, vineFit, vineParameters.

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