rvinecopulib (version 0.2.8.1.0)

getters: Extracts components of bicop_dist and vinecop_dist objects

Description

Extracts either the structure matrix (for vinecop_dist only), or pair-copulas, their parameters, Kendall's taus, or families (for bicop_dist and vinecop_dist).

Usage

get_matrix(object)
get_pair_copula(object, tree = NA, edge = NA)
get_parameters(object, tree = NA, edge = NA)
get_ktau(object, tree = NA, edge = NA)
get_family(object, tree = NA, edge = NA)
get_all_pair_copulas(object, trees = NA)
get_all_parameters(object, trees = NA)
get_all_ktaus(object, trees = NA)
get_all_families(object, trees = NA)

Arguments

object

a bicop_dist, vinecop_dist or vine_dist object.

tree

tree index (not required if object is of class bicop_dist).

edge

edge index (not required if object is of class bicop_dist).

trees

the trees to extract from object (trees = NA extracts all trees).

Value

The structure matrix, or pair-copulas, their parameters, Kendall's taus, or families.

Details

The get_matrix method (for vinecop_dist or vine_dist objects only) extracts the structure matrix (see check_rvine_matrix for more details).

The other get_xyz methods for vinecop_dist or vine_dist objects return the entries corresponding to the pair-copula indexed by its tree and edge. When object is of class bicop_dist, tree and edge are not required.

get_pair_copula = the pair-copula itself (see bicop). get_parameters = the parameters of the pair-copula (i.e., a numeric scalar, vector, or matrix). get_family = a character for the family (see bicop for implemented families). get_ktau = a numeric scalar with the pair-copula Kendall's tau.

The get_all_xyz methods (for vinecop_dist or vine_dist objects only) return lists of lists, with each element corresponding to a tree in trees, and then elements of the sublists correspond to edges. The returned lists have two additional attributes:

"d" = the dimension of the model. "trees" = the extracted trees.

Examples

# NOT RUN {
# specify pair-copulas
bicop <- bicop_dist("bb1", 90, c(3, 2))
pcs <- list(
    list(bicop, bicop),  # pair-copulas in first tree 
    list(bicop)          # pair-copulas in second tree 
)

# specify R-vine matrix
mat <- matrix(c(1, 2, 3, 1, 2, 0, 1, 0, 0), 3, 3) 

# set up vine copula model
vc <- vinecop_dist(pcs, mat)

# get the structure matrix
all.equal(get_matrix(vc), mat)

# get pair-copulas
get_pair_copula(vc, 1, 1)
get_all_pair_copulas(vc)
all.equal(get_all_pair_copulas(vc), pcs, check.attributes = FALSE)

# }