stCoVarVineCopula: Constructor for 'stCoVarVineCopula'
In spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

Description Usage Arguments Details Value Author(s) See Also Examples

This function provides a more comfortable way of defining a stCoVarVineCopula.

1	stCoVarVineCopula(coVarCop, stCop, topCop)

`coVarCop`	A function returning a returning a bivariate copula object for absolute pairs of spatio-temporal indices
`stCop`	Object of class `"stCopula"` modelling the spatio-temporal dependence on the first tree
`topCop`	Object of class `"copula"` joining the spatio-temporal tree with its additional covariate copula to a full vine copula.

For a spatio-temporal random field Z with covariate Y a c-vine is assumed with data sorted as (z_0, y_0, z_1, .., z_n).

An object of class stCoVarVineCopula.

Benedikt Graeler

stVineCopula, stCoVarVineCopula

# 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")
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
stCoVarVineCopula(function(x) gumbelCopula(2), stCop, vineCopula(9L))