FitControlsVinecop

class FitControlsVinecop(*args, **kwargs)

A class for controlling fits of vine copula models.

Attributes

allow_rotations	Whether to allow rotations for the families.
family_set	The family set.
nonparametric_grid_size	The grid size for the post-estimation interpolation in nonparametric models.
nonparametric_method	The fit method for nonparametric families.
nonparametric_mult	A factor with which the smoothing parameters are multiplied.
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.
seeds	The seeds for the random number generator.
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_algorithm	The spanning tree algorithm.
tree_criterion	The tree criterion.
trunc_lvl	The truncation level.
weights	The weights for the observations.

Methods

__init__

Instantiates custom controls for fitting vine copula models.