margin_family_protocol

fit_margin

Margin families describe how a candidate is fitted. Implementations provide
<code>fit_margin()</code> and <code>margin_info()</code> methods. Their <code>margin_info()</code> result must
contain <code>family_name</code> and <code>types</code>. Every fitter receives the observations,
observation weights, and requested variable type. It must either use the
weights or reject them.

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 1.0.0). 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

margin_family_protocol function

<dl><dt>family</dt>
<dd>a margin-family specification.</dd>
<dt>x</dt>
<dd>observed values.</dd>
<dt>weights</dt>
<dd>observation weights, or <code><a href="/link/numeric()?package=rvinecopulib&version=1.0.0.1.0" data-mini-rdoc="rvinecopulib::numeric()">numeric()</a></code>.</dd>
<dt>type</dt>
<dd>requested variable type.</dd></dl>

Arguments

Margin-family fitting protocol — margin_family_protocol

<dl>

<dt>family</dt>
<dd>a margin-family specification.</dd>


<dt>x</dt>
<dd>observed values.</dd>


<dt>weights</dt>
<dd>observation weights, or <code><a href='https://rdrr.io/r/base/numeric.html'>numeric()</a></code>.</dd>


<dt>type</dt>
<dd>requested variable type.</dd>

</dl>

margin_family_protocol: Margin-family fitting protocol

Description

Usage

Value

Arguments