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vinecop_dist.html
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<h1>Vine copula models</h1>
<small class="dont-index">Source: <a href='https://github.com/vinecopulib/rvinecopulib/blob/master/R/vinecop.R'><code>R/vinecop.R</code></a></small>
<div class="hidden name"><code>vinecop_dist.Rd</code></div>
</div>
<div class="ref-description">
<p>Create custom vine copula models by specifying the pair-copulas, structure,
and variable types.</p>
</div>
<pre class="usage"><span class='fu'>vinecop_dist</span><span class='op'>(</span><span class='va'>pair_copulas</span>, <span class='va'>structure</span>, var_types <span class='op'>=</span> <span class='fu'><a href='https://rdrr.io/r/base/rep.html'>rep</a></span><span class='op'>(</span><span class='st'>"c"</span>, <span class='fu'><a href='https://rdrr.io/r/base/dim.html'>dim</a></span><span class='op'>(</span><span class='va'>structure</span><span class='op'>)</span><span class='op'>[</span><span class='fl'>1</span><span class='op'>]</span><span class='op'>)</span><span class='op'>)</span></pre>
<h2 class="hasAnchor" id="arguments"><a class="anchor" href="#arguments"></a>Arguments</h2>
<table class="ref-arguments">
<colgroup><col class="name" /><col class="desc" /></colgroup>
<tr>
<th>pair_copulas</th>
<td><p>A nested list of '<code><a href='bicop_dist.html'>bicop_dist()</a></code>' objects, where
<code>pair_copulas[[t]][[e]]</code> corresponds to the pair-copula at edge <code>e</code> in
tree <code>t</code>.</p></td>
</tr>
<tr>
<th>structure</th>
<td><p>an <code>rvine_structure</code> object, namely a compressed
representation of the vine structure, or an object that can be coerced into
one (see <code><a href='rvine_structure.html'>rvine_structure()</a></code> and <code><a href='as_rvine_structure.html'>as_rvine_structure()</a></code>). The dimension
must be <code>length(pair_copulas[[1]]) + 1</code>; <code>structure = NA</code> performs
automatic selection based on Dissman's algorithm. See <em>Details</em> for partial
selection of the structure.</p></td>
</tr>
<tr>
<th>var_types</th>
<td><p>variable types, a length d vector; e.g., <code><a href='https://rdrr.io/r/base/c.html'>c("c", "c")</a></code> for
two continuous variables, or <code><a href='https://rdrr.io/r/base/c.html'>c("c", "d")</a></code> for first variable continuous
and second discrete.</p></td>
</tr>
</table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>Object of class <code>vinecop_dist</code>, i.e., a list containing:</p><ul>
<li><p><code>pair_copulas</code>, a list of lists. Each element of <code>pair_copulas</code> corresponds
to a tree, which is itself a list of <code><a href='bicop_dist.html'>bicop_dist()</a></code> objects.</p></li>
<li><p><code>structure</code>, a compressed representation of the vine structure, or an
object that can be coerced into one (see <code><a href='rvine_structure.html'>rvine_structure()</a></code> and
<code><a href='as_rvine_structure.html'>as_rvine_structure()</a></code>).</p></li>
<li><p><code>npars</code>, a <code>numeric</code> with the number of (effective) parameters.</p></li>
<li><p><code>var_types</code> the variable types.</p></li>
</ul>
<h2 class="hasAnchor" id="see-also"><a class="anchor" href="#see-also"></a>See also</h2>
<div class='dont-index'><p><code><a href='rvine_structure.html'>rvine_structure()</a></code>, <code><a href='rvine_structure.html'>rvine_matrix()</a></code>, <code><a href='vinecop.html'>vinecop()</a></code>,
<code><a href='plot.vinecop_dist.html'>plot.vinecop_dist()</a></code>, <code><a href='plot.vinecop_dist.html'>contour.vinecop_dist()</a></code>, <code><a href='vinecop_distributions.html'>dvinecop()</a></code>,
<code><a href='vinecop_distributions.html'>pvinecop()</a></code>, <code><a href='vinecop_distributions.html'>rvinecop()</a></code></p></div>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='co'># specify pair-copulas</span>
<span class='va'>bicop</span> <span class='op'><-</span> <span class='fu'><a href='bicop_dist.html'>bicop_dist</a></span><span class='op'>(</span><span class='st'>"bb1"</span>, <span class='fl'>90</span>, <span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span><span class='op'>(</span><span class='fl'>3</span>, <span class='fl'>2</span><span class='op'>)</span><span class='op'>)</span>
<span class='va'>pcs</span> <span class='op'><-</span> <span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span><span class='op'>(</span>
<span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span><span class='op'>(</span><span class='va'>bicop</span>, <span class='va'>bicop</span><span class='op'>)</span>, <span class='co'># pair-copulas in first tree</span>
<span class='fu'><a href='https://rdrr.io/r/base/list.html'>list</a></span><span class='op'>(</span><span class='va'>bicop</span><span class='op'>)</span> <span class='co'># pair-copulas in second tree</span>
<span class='op'>)</span>
<span class='co'># specify R-vine matrix</span>
<span class='va'>mat</span> <span class='op'><-</span> <span class='fu'><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></span><span class='op'>(</span><span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span><span class='op'>(</span><span class='fl'>1</span>, <span class='fl'>2</span>, <span class='fl'>3</span>, <span class='fl'>1</span>, <span class='fl'>2</span>, <span class='fl'>0</span>, <span class='fl'>1</span>, <span class='fl'>0</span>, <span class='fl'>0</span><span class='op'>)</span>, <span class='fl'>3</span>, <span class='fl'>3</span><span class='op'>)</span>
<span class='co'># set up vine copula model</span>
<span class='va'>vc</span> <span class='op'><-</span> <span class='fu'>vinecop_dist</span><span class='op'>(</span><span class='va'>pcs</span>, <span class='va'>mat</span><span class='op'>)</span>
<span class='co'># visualization</span>
<span class='fu'><a href='https://rdrr.io/r/graphics/plot.default.html'>plot</a></span><span class='op'>(</span><span class='va'>vc</span><span class='op'>)</span>
</div><div class='img'><img src='vinecop_dist-1.png' alt='' width='700' height='433' /></div><div class='input'><span class='fu'><a href='https://rdrr.io/r/graphics/contour.html'>contour</a></span><span class='op'>(</span><span class='va'>vc</span><span class='op'>)</span>
</div><div class='img'><img src='vinecop_dist-2.png' alt='' width='700' height='433' /></div><div class='input'>
<span class='co'># simulate from the model</span>
<span class='fu'><a href='https://rdrr.io/r/graphics/pairs.html'>pairs</a></span><span class='op'>(</span><span class='fu'><a href='vinecop_distributions.html'>rvinecop</a></span><span class='op'>(</span><span class='fl'>200</span>, <span class='va'>vc</span><span class='op'>)</span><span class='op'>)</span>
</div><div class='img'><img src='vinecop_dist-3.png' alt='' width='700' height='433' /></div></pre>
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