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Vine

Create Vine Objects

Description

Functions to create Vine objects.

Usage

Vine(type, dimension = 2, trees = dimension - 1,
     copulas = matrix(list(indepCopula()), 
                      dimension - 1, dimension - 1))
CVine(dimension = 2, trees = dimension - 1,
      copulas = matrix(list(indepCopula()), 
                       dimension - 1, dimension - 1))
DVine(dimension = 2, trees = dimension - 1,
      copulas = matrix(list(indepCopula()), 
                       dimension - 1, dimension - 1))

Arguments

type

Type of vine. Supported values: "CVine" and "DVine".
dimension

See the documentation of the Vine slot.
trees

See the documentation of the Vine slot.
copulas

See the documentation of the Vine slot.

See Also

Examples

dimension <- 3
copulas <- matrix(list(normalCopula(0.5),
                       claytonCopula(2.75),
                       tCopula(0.75, df = 2),
                       NULL),
                  ncol = dimension - 1,
                  nrow = dimension - 1,
                  byrow = TRUE)

Vine("DVine", dimension = dimension, trees = dimension - 1,
     copulas = copulas)
DVine(dimension = dimension, trees = dimension - 1,
      copulas = copulas)
vines

Multivariate Dependence Modeling with Vines

v1.1.5
GPL (>= 2)
Authors
Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb]
Initial release

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