Vinecop.from_data

Vinecop.from_data(data: numpy.ndarray[dtype=float64, shape=(*, *), order='F'], structure: pyvinecopulib.RVineStructure | None = None, matrix: numpy.ndarray[dtype=uint64, shape=(*, *), order='F'] | None = None, var_types: collections.abc.Sequence[str] = [], controls: pyvinecopulib.FitControlsVinecop = FitControlsVinecop()) → pyvinecopulib.Vinecop

Factory function to create a Vinecop from data.

Parameters:

• data – Input data matrix.

• structure – An RVineStructure. Provide either this or matrix, but not both.

• matrix – RVine matrix. Provide either this or structure, but not both.

• var_types – Variable types for each variable (e.g., ‘c’ for continuous, ‘d’ for discrete). Defaults to all continuous.

• controls – Fit controls for the vinecop. Defaults to the default constructor.