FitControlsVinecop
- class FitControlsVinecop
A class for controlling fits of vine 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 of the data.
psi0
The prior probability of non-independence.
select_families
Whether to select the families.
select_threshold
Whether to select the threshold.
select_trunc_lvl
Whether to select the truncation level.
selection_criterion
The selection criterion.
show_trace
Whether to show the trace.
threshold
The threshold.
tree_criterion
The tree criterion.
trunc_lvl
The truncation level.
weights
The weights for the observations.
Methods
Instantiates custom controls for fitting vine copula models.
Summarizes the controls into a string (can be used for printing).