cbkmCopula-Class {cort} R Documentation

## Checkerboards with known margins

### Description

cbkmCopula contructor

### Usage

cbkmCopula(
x,
m = rep(nrow(x), ncol(x)),
pseudo = FALSE,
margins_numbers = NULL,
known_cop = NULL
)


### Arguments

 x the data to be used m checkerboard parameter pseudo Boolean, defaults to FALSE. Set to TRUE if you are already providing pseudo-data into the x argument. margins_numbers numeric integers which determines the margins for the known copula. known_cop Copula a copula object representing the known copula for the selected margins.

### Details

Given some empirical data, and given some known copula estimation on a sub-vector of this data, the checkerboard with known margins construction consist in a conditional pattern where a checkerboard copula is fitted (similar the the cbCopula algorithm), but conditionally on some known margins.

See the corresponding vignette for more details.

### Value

An instance of the cbkmCopula S4 class. The object represent the fitted copula and can be used through several methods to query classical (r/d/p/v)Copula methods, etc.

### Examples

dataset <- apply(LifeCycleSavings,2,rank)/(nrow(LifeCycleSavings)+1)
known_copula <- cbCopula(dataset[,2:3],m=10)
(cop <- cbkmCopula(x = dataset,
m = 5,
pseudo = TRUE,
margins_numbers = c(2,3),
known_cop = known_copula))


[Package cort version 0.3.2 Index]