FitControlsBicop.__init__

FitControlsBicop.__init__(self: pyvinecopulib.FitControlsBicop, family_set: list[pyvinecopulib.BicopFamily] = [<BicopFamily.indep: 0>, <BicopFamily.gaussian: 1>, <BicopFamily.student: 2>, <BicopFamily.clayton: 3>, <BicopFamily.gumbel: 4>, <BicopFamily.frank: 5>, <BicopFamily.joe: 6>, <BicopFamily.bb1: 7>, <BicopFamily.bb6: 8>, <BicopFamily.bb7: 9>, <BicopFamily.bb8: 10>, <BicopFamily.tawn: 11>, <BicopFamily.tll: 12>], parametric_method: str = 'mle', nonparametric_method: str = 'quadratic', nonparametric_mult: float = 1.0, selection_criterion: str = 'bic', weights: numpy.ndarray[numpy.float64[m, 1]] = array([], dtype=float64), psi0: float = 0.9, preselect_families: 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.