FitControlsBicop
- class FitControlsBicop(*args, **kwargs)
A class for controlling fits of bivariate copula models.
Attributes
allow_rotationsWhether to allow rotations for the families.
family_setThe family set.
nonparametric_grid_sizeThe grid size for the post-estimation interpolation in nonparametric models.
nonparametric_methodThe fit method for nonparametric families.
nonparametric_multA factor with which the smoothing parameters are multiplied.
num_threadsThe number of threads.
parametric_methodThe fit method for parametric families.
preselect_familiesWhether to exclude families based on symmetry properties of the data.
psi0The prior probability of non-independence.
selection_criterionThe selection criterion.
weightsThe weights for the observations.
Methods
Instantiates the controls for fitting bivariate copula models.