rvinecopulib (version 0.2.6.1.1)

bicop_predict_and_fitted: Predictions and fitted values for a bivariate copula model

Description

Predictions of the density, distribution function, h-functions (with their inverses) for a bivariate copula model.

Usage

# S3 method for bicop
predict(object, newdata, what = "pdf", ...)
# S3 method for bicop
fitted(object, what = "pdf", ...)

Arguments

object

a bicop object.

newdata

points where the fit shall be evaluated.

what

what to predict, one of "pdf", "cdf", "hfunc1", "hfunc2", "hinv1", "hinv2".

...

unused.

Value

fitted() and logLik() have return values similar to dbicop(), pbicop(), and hbicop().

Examples

# NOT RUN {
# Simulate and fit a bivariate copula model
u <- rbicop(500, "gauss", 0, 0.5)
fit <- bicop(u, "par")

# Predictions
all.equal(predict(fit, u, "hfunc1"), fitted(fit, "hfunc1"))
# }