FitControlsBicop.__init__

FitControlsBicop.__init__(self, family_set: collections.abc.Sequence[pyvinecopulib.BicopFamily] = [BicopFamily.indep, BicopFamily.gaussian, BicopFamily.student, BicopFamily.clayton, BicopFamily.gumbel, BicopFamily.frank, BicopFamily.joe, BicopFamily.bb1, BicopFamily.bb6, BicopFamily.bb7, BicopFamily.bb8, BicopFamily.tawn, BicopFamily.tll], parametric_method: str = 'mle', nonparametric_method: str = 'constant', nonparametric_mult: float = 1.0, selection_criterion: str = 'bic', weights: numpy.ndarray[dtype=float64, shape=(*), order='C'] = array([], dtype=float64), psi0: float = 0.9, preselect_families: bool = True, allow_rotations: bool = True, num_threads: int = 1) → None

Instantiates the controls for fitting bivariate copula models.

Parameters:

• family_set – The set of copula families to consider (if empty, then all families are included).

• parametric_method – The fit method for parametric families; possible choices: "mle", "itau".

• nonparametric_method – The fit method for the local-likelihood nonparametric family (TLLs); possible choices: "constant", "linear", "quadratic".

• nonparametric_mult – A factor with which the smoothing parameters are multiplied.

• selection_criterion – The selection criterion ("loglik", "aic" or "bic").

• weights – A vector of weights for the observations.

• psi0 – Only for selection_criterion = "mbic", the prior probability of non-independence.

• preselect_families – Whether to exclude families before fitting based on symmetry properties of the data.

• num_threads – Number of concurrent threads to use while fitting copulas for different families; never uses more than the number of concurrent threads supported by the implementation.