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

__init__

Instantiates custom controls for fitting vine copula models.

str

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