Description Usage Arguments Value Note Author(s) See Also Examples
Returns a conditional distribution function of spatio-temporal covariate vine copula
1 | condStCoVarVine(condVar, dists, stCVVC, stInd, n = 1000)
|
condVar |
the conditioning variables |
dists |
spatio-temporal distances to the conditioning variables |
stCVVC |
the spatio-temporal covariate vine copula of the model |
stInd |
spatio-temporal index pair to be used with covariate copula (which is in first place a function taking a pair of indices and returns a copula object) |
n |
number of approximation points |
a univariate distribution function over [0,1]
The distribution is linearly approximated at a limited number (n
) of points.
Benedikt Graeler
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 | library("VineCopula")
spCopT0 <- spCopula(components=list(claytonCopula(8), claytonCopula(4),
claytonCopula(2), claytonCopula(1),
claytonCopula(0.5), indepCopula()),
distances=c(100,200,300,400,500,600),
unit="km")
spCopT1 <- spCopula(components=list(claytonCopula(4), claytonCopula(2),
claytonCopula(1), claytonCopula(0.5),
indepCopula()),
distances=c(100,200,300,400,500),
unit="km")
spCopT2 <- spCopula(components=list(claytonCopula(2), claytonCopula(1),
claytonCopula(0.5), indepCopula()),
distances=c(100,200,300,400),
unit="km")
stCop <- stCopula(components=list(spCopT0, spCopT1, spCopT2),
tlags=-(0:2))
# only a constant copula ius used for the covariate
stCVVC <- stCoVarVineCopula(function(x) gumbelCopula(7), stCop, vineCopula(5L))
dists <- array(c(150, 250, 150, 250,0,0,-1,-1),dim=c(1,4,2))
condVar <- c(0.95, 0.29, 0.55, 0.05, 0.41)
condDensity <- condStCoVarVine(condVar, dists, stCVVC, c(1,1))
curve(condDensity)
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