as.bicop

Provides an interface to 'vinecopulib', a C++ library for vine
copula modeling. The 'rvinecopulib' package implements the core features of the
popular 'VineCopula' package, in particular inference algorithms for both vine
copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker
and more modern API, improved performances, especially in high dimensions,
nonparametric and multi-parameter families, and the ability to model discrete
variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only
C++ library (currently version 0.7.2). Thus users do not need to install
'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial
releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib'
is licensed under the GNU GPL version 3.

Thomas Nagler

rvinecopulib

High Performance Algorithms for Vine Copula Modeling

Thibault Vatter

as.bicop function

<dl><dt>object</dt>
<dd>a list containing entries for <code>"family"</code>, <code>"rotation"</code>,
<code>"parameters"</code>, and <code>"npars"</code>.</dd>
<dt>check</dt>
<dd>whether to check for validity of the family/parameter
specification.</dd></dl>

Arguments

Convert list to bicop object — as.bicop

<dl>

<dt>object</dt>
<dd>a list containing entries for <code>"family"</code>, <code>"rotation"</code>,
<code>"parameters"</code>, and <code>"npars"</code>.</dd>


<dt>check</dt>
<dd>whether to check for validity of the family/parameter
specification.</dd>

</dl>

as.bicop: Convert list to bicop object

Description

Usage

Value

Arguments

Examples