vinecopulib::FitControlsConfig struct

Public variables

optional::optional<std::vector<BicopFamily>> family_set

The set of bicop families to consider. Defaults to all families.

optional::optional<std::string> parametric_method

Method for parametric estimation (e.g., "mle"). Default: "mle".

optional::optional<std::string> nonparametric_method

optional::optional<double> nonparametric_mult

optional::optional<size_t> nonparametric_grid_size

Grid size for nonparametric estimation. Default: 30.

optional::optional<std::string> selection_criterion

Criterion for model selection (e.g., "aic"). Default: "aic".

optional::optional<Eigen::VectorXd> weights

Observation weights. Default: an empty Eigen::VectorXd.

optional::optional<double> psi0

Threshold for the psi0 parameter. Default: 0.9.

optional::optional<bool> preselect_families

optional::optional<bool> allow_rotations

Whether to allow rotations for the families. Default: true.

optional::optional<size_t> num_threads

Number of threads to use during fitting. Default: 1.

optional::optional<size_t> trunc_lvl

Truncation level for truncated vines. Default: no truncation.

optional::optional<std::string> tree_criterion

The criterion for selecting the maximum spanning tree. Default: "tau".

optional::optional<double> threshold

Threshold for thresholded vines. Default: 0.

optional::optional<bool> select_threshold

Whether to select the truncation level automatically. Default: false.

optional::optional<bool> select_trunc_lvl

Whether to select the threshold automatically. Default: false.

optional::optional<bool> select_families

Whether to select the families automatically. Default: true.

optional::optional<std::string> tree_algorithm

The algorithm for building the maximum spanning tree. Default: "mst_prim".

optional::optional<std::vector<int>> seeds

A vector of random seeds for the random number generator.

Variable documentation