rvinecopulib (version 0.7.2.1.0)

vine_predict_and_fitted: Predictions and fitted values for a vine copula model

Description

Predictions of the density and distribution function for a vine copula model.

Usage

# S3 method for vine
predict(object, newdata, what = "pdf", n_mc = 10^4, cores = 1, ...)
# S3 method for vine
fitted(object, what = "pdf", n_mc = 10^4, cores = 1, ...)

Value

fitted() and predict() have return values similar to dvine()

and pvine().

Arguments

object

a vine object.

newdata

points where the fit shall be evaluated.

what

what to predict, either "pdf" or "cdf".

n_mc

number of samples used for quasi Monte Carlo integration when what = "cdf".

cores

number of cores to use; if larger than one, computations are done in parallel on cores batches .

...

unused.

Examples

x <- sapply(1:5, function(i) rnorm(50))
fit <- vine(x, copula_controls = list(family_set = "par"), keep_data = TRUE)
all.equal(predict(fit, x), fitted(fit), check.environment = FALSE)