FitControlsBicop

class FitControlsBicop

A class for controlling fits of bivariate copula models.

Attributes

family_set

The family set.

nonparametric_method

The fit method for nonparametric families.

nonparametric_mult

The multiplier for the smoothing parameters.

num_threads

The number of threads.

parametric_method

The fit method for parametric families.

preselect_families

Whether to exclude families based on symmetry properties (see FitControlsBicop)

psi0

The prior probability of non-independence.

selection_criterion

The selection criterion.

weights

The weights for the observations.

Methods

__init__

Instantiates the controls for fitting bivariate copula models.

str

Summarizes the controls into a string (can be used for printing).