condStVine: Conditions a spatio-temporal vine copula for conditional...

In spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

Description

A spatio-temporal vine copula is conditioned under the observations of all but one neighbour generating a conditional univariate distribution used for prediction.

Usage

condStVine(condVar, dists, stVine, n = 1000)

Arguments

condVar	the conditional variables
dists	the distances between the neighbours to adjust the spatial vine copula parameters.
stVine	the spatio-temporal vine copula
n	a proxy to the number of intervals to be used in the numerical integration. The intervals will not be split uniform with shorter intervals at the corners of the copula.

Value

A function describing the conditional density.

Author(s)

Benedikt Graeler

See Also

stVineCopula, condSpVine

Examples

# a spatio-temporal C-vine copula (with independent copulas in the upper vine)
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")

stCop <- stCopula(components=list(spCopT0, spCopT1),
                  tlags=-(0:1))

stVineCop <- stVineCopula(stCop, vineCopula(4L))

dists <- array(c(150, 250, 150, 250,0,0,-1,-1),dim=c(1,4,2))
condVar <- c(0.29, 0.55, 0.05, 0.41)

condDensity <- condStVine(condVar,dists,stVineCop)
curve(condDensity)

spcopula documentation built on May 2, 2019, 4:49 p.m.