vinecopulib namespace

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

Function documentation