cbkmCopula-Class {cort} | R Documentation |
cbkmCopula contructor
cbkmCopula( x, m = rep(nrow(x), ncol(x)), pseudo = FALSE, margins_numbers = NULL, known_cop = NULL )
x |
the data to be used |
m |
checkerboard parameter |
pseudo |
Boolean, defaults to |
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. |
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.
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.
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))