Classes

• namespace vinecopulib Tools for bivariate and vine copula modeling.
  • namespace bicop_families Convenience definitions of sets of bivariate copula families.
  • namespace tools_select
  • namespace tools_stats Utilities for statistical analysis.
    • class BoxCovering Covers the unit hypercube with boxes and assigns each sample to a box.
    • struct SmoothingWorkspace
  • class Bicop A class for bivariate copula models.
    • struct ConditionalSpec Which leaf an h-function resolves to under the rotation, and whether its value is complemented.
    • struct DerivSpec A rotation-resolved derivative call.
    • struct ScoresResult Bundles the per-observation scores.
  • class CVineStructure A class for C-vine structures.
  • class DVineStructure A class for D-vine structures.
  • class FitControlsBicop A class for controlling fits of bivariate copula models.
  • struct FitControlsConfig
  • class FitControlsVinecop A class for controlling fits of vine copula models.
  • class RVineStructure A class for R-vine structures.
  • class RVineTrees A list-of-trees decomposition of an R-vine structure.
    • struct AugmentedEdge One edge of the augmented (line-graph) view: its two incident node ids plus a non-owning pointer to the underlying Edge (in trees_).
    • struct AugmentedTree The augmented (line-graph) view of a tree used during conversion. degrees is indexed by node id (contiguous), avoiding a std::map.
    • struct Decomposition The result of to_struct_array().
    • struct Edge A single edge: conditioned pair (a, b), conditioning set C, and the associated pair-copula (independence by default).
    • struct PairCopulaLocation The source of a pair copula in a matrix representation.
  • class TriangularArray Triangular arrays.
  • class Vinecop A class for vine copula models.
    • struct DerivCache One edge's log-density derivatives, accumulated over a pass.
    • struct DerivLeaf One edge's h-function derivatives, the seed of the cascade.
    • struct PdfWithHfuncsResult The density together with the per-edge quantities computed on the way, as returned by pdf_full().
    • struct ReorientationMap A relabeled structure and where each pair copula moved to.
    • struct ScoresResult The scores together with the per-edge quantities computed on the way, as returned by scores_full().
    • class VinecopView Reads a vine through an optional reorientation, so a cascade evaluates a relabeled model without copying it.