FitControlsVinecop.__init__
- FitControlsVinecop.__init__(self: pyvinecopulib.FitControlsVinecop, 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, trunc_lvl: int = 18446744073709551615, tree_criterion: str = 'tau', threshold: float = 0.0, selection_criterion: str = 'bic', weights: numpy.ndarray[numpy.float64[m, 1]] = array([], dtype=float64), psi0: float = 0.9, preselect_families: bool = True, select_trunc_lvl: bool = False, select_threshold: bool = False, select_families: bool = True, show_trace: bool = False, num_threads: int = 1, mst_algorithm: str = 'prim') None
Instantiates custom controls for fitting vine 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.
trunc_lvl – Truncation level for truncated vines.
tree_criterion – The criterion for selecting the maximum spanning tree (
"tau"
,"hoeffd"
,"rho"
, and"mcor"
implemented so far).threshold – For thresholded vines (0 = no threshold).
selection_criterion – The selection criterion (
"loglik"
,"aic"
or"bic"
).weights – A vector of weights for the observations.
psi0 – Only for
selection_criterion = "mbic"
, prior probability of non-independence.preselect_families – Whether to exclude families before fitting based on symmetry properties of the data.
select_trunc_lvl – Whether the truncation shall be selected automatically.
select_threshold – Whether the threshold parameter shall be selected automatically.
select_families – Whether the families shall be selected automatically, or should the method simply update the parameters for the pair copulas already present in the model.
show_trace – Whether to show a trace of the building progress.
num_threads – Number of concurrent threads to use while fitting pair copulas within a tree; never uses more than the number of concurrent threads supported by the implementation.
mst_algorithm – The algorithm for building the maximum spanning tree (
"prim"
or"kruskal"
) during the tree-wise structure selection.