Vine {vines}

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

Vine, CVine, DVine.

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)