pbox (version 0.1.8)

make_pbox: Create a Probability Box (Pbox) Object

Description

Constructs a probability box (Pbox) object from a given dataset and a pre-defined copula model. This auxiliary method facilitates the integration of data with a copula to form a comprehensive probabilistic model known as a Pbox.

Method for creating a `pbox` object using a specified copula and data. This method ensures that the input data and copula are compatible in terms of dimensions and structurally fit to form a Pbox.

Usage

make_pbox(data, cop)
# S4 method for ANY
make_pbox(data, cop)

Value

An object of class `pbox` with slots: - `$data`: The data coerced into a `data.table`. - `$copula`: The provided copula object.

Arguments

data

A dataframe or data table; this data will be coerced to a `data.table` internally.

cop

An object of class `mvdc` representing the multivariate dependency structure (copula).

Examples

  library(copula)
  data("SEAex")

  cop <- normalCopula(param = 0.5, dim = 4)
  distList <- c("RG", "SN1", "RG", "RG")
  allDistrs <- list(list(mu = 31.07, sigma = 0.28),
                    list(mu = 34.4, sigma = 0.98, nu = 1.7),
                    list(mu = 31.4, sigma = 0.34),
                    list(mu = 25.6, sigma = 0.24))
  copSEA <- mvdc(cop, distList, allDistrs)
  pbx <- make_pbox(data = SEAex, cop = copSEA)
  print(class(pbx))