stVineCopula: Constructor of the class 'stVineCopula'.

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

Description

Construct an instance of the stVineCopula.

Usage

stVineCopula(stCop, topCop)

Arguments

stCop	Object of class stCopula. A bivariate spatio-temporal copula.
topCop	Object of class copula. A bivariate, multivariate or R-Vine copula joining the spatio-temporal components (neighbours). In case all trees are spatio-temporal copulas, this argument might be NULL.

Value

An instance of the stVineCopula class.

Author(s)

Benedikt Graeler

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")
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))

stVineCopula(stCop, vineCopula(9L))

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