vinecopulib namespace

Tools for bivariate and vine copula modeling.

Contents

Namespaces

namespace bicop_families
Convenience definitions of sets of bivariate copula families.
namespace tools_stats
Utilities for statistical analysis.

Classes

class Bicop
A class for bivariate copula models.
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.
class FitControlsVinecop
A class for controlling fits of vine copula models.
class RVineStructure
A class for R-vine structures.
template<typename T>
class TriangularArray
Triangular arrays.
class Vinecop
A class for vine copula models.

Enums

enum class BicopFamily { indep, gaussian, student, clayton, gumbel, frank, joe, bb1, bb6, bb7, bb8, tll }
A bivariate copula family identifier.

Functions

auto get_family_name(BicopFamily family) -> std::string
Converts a BicopFamily into a string with its name.
auto get_family_enum(std::string family) -> BicopFamily
Converts a string name into a BicopFamily.
template<typename T>
auto operator<<(std::ostream& os, const TriangularArray<T>& tri_array) -> std::ostream&
Ostream method for TriangularArray, to be used with std::cout.
auto operator<<(std::ostream& os, const RVineStructure& rvs) -> std::ostream&
Ostream method for RVineStructure, to be used with std::cout.

Enum documentation

enum class vinecopulib::BicopFamily

A bivariate copula family identifier.

Enumerators
indep

Independence copula.

gaussian

Gaussian copula.

student

Student t copula.

clayton

Clayton copula.

gumbel

Gumbel copula.

frank

Frank copula.

joe

Joe copula.

bb1

BB1 copula.

bb6

BB6 copula.

bb7

BB7 copula.

bb8

BB8 copula.

tll

Transformation local likelihood kernel estimator.

Function documentation

std::string vinecopulib::get_family_name(BicopFamily family)

Converts a BicopFamily into a string with its name.

Parameters
family The family.

BicopFamily vinecopulib::get_family_enum(std::string family)

Converts a string name into a BicopFamily.

Parameters
family The family name.

template<typename T>
std::ostream& vinecopulib::operator<<(std::ostream& os, const TriangularArray<T>& tri_array)

Ostream method for TriangularArray, to be used with std::cout.

Parameters
os An output stream.
tri_array A triangular array.

std::ostream& vinecopulib::operator<<(std::ostream& os, const RVineStructure& rvs)

Ostream method for RVineStructure, to be used with std::cout.

Parameters
os Output stream.
rvs R-vine structure array.