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>gamVine</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

<dl><dt>Matrix</dt>
<dd>lower triangular d x d matrix that defines the tree structure.</dd>
<dt>model</dt>
<dd>list containing d x (d-1)/2 lists with three numeric items
(family, par and par2) and/or objects of the class
<code>gamBiCop</code>.</dd>
<dt>names</dt>
<dd>vector of d names.</dd>
<dt>covariates</dt>
<dd>vector of names for the covariates.</dd></dl>

Arguments

Construction of a gamVine Class Object — gamVine

<dl>

<dt>Matrix</dt>
<dd>lower triangular d x d matrix that defines the tree structure.</dd>


<dt>model</dt>
<dd>list containing d x (d-1)/2 lists with three numeric items
(family, par and par2) and/or objects of the class
<code>gamBiCop</code>.</dd>


<dt>names</dt>
<dd>vector of d names.</dd>


<dt>covariates</dt>
<dd>vector of names for the covariates.</dd>

</dl>

gamVine: Construction of a gamVine Class Object

Description

Usage

Value

Arguments

See Also