gamVine

lower triangular d x d matrix that defines the tree structure.

Matrix

list containing d x (d-1)/2 lists with three numeric items
(family, par and par2) and/or objects of the class
<code><a rd-options="gamCopula:gamBiCop-class" href="/link/gamBiCop?package=gamCopula&version=0.0-7&to=gamCopula%3AgamBiCop-class" data-mini-rdoc="gamCopula:gamBiCop-class::gamBiCop">gamBiCop</a></code>.

model

names

vector of names for the covariates.

covariates

Constructs an object of the class
<code><a rd-options="gamCopula:gamVine-class" href="/link/gamVine?package=gamCopula&version=0.0-7&to=gamCopula%3AgamVine-class" data-mini-rdoc="gamCopula:gamVine-class::gamVine">gamVine</a></code>.

Implementation of various inference and simulation tools to
apply generalized additive models to bivariate dependence structures and
non-simplified vine copulas.

Thibault Vatter

gamCopula

Generalized Additive Models for Bivariate Conditional Dependence
Structures and Vine Copulas

Thomas Nagler

gamVine function

list containing d x (d-1)/2 lists with three numeric items
(family, par and par2) and/or objects of the class
<code><a rd-options='gamCopula:gamBiCop-class' href='gamBiCop'>gamBiCop</a></code>.

Constructs an object of the class
<code><a rd-options='gamCopula:gamVine-class' href='gamVine'>gamVine</a></code>.

gamVine: Construction of a gamVine Class Object

Description

Usage

Arguments

Value

See Also