Regular vine base class. More...

Inheritance diagram for starvine.vine.base_vine.BaseVine:

Public Member Functions
def	__init__ (self, data=None, weights=None)

def	loadVineStructure (self, vS)
	Load saved vine structure.

def	vineNLLH (self, vineParams=[None], kwargs)
	Compute the vine negative log likelyhood. More...

def	sfitMLE (self, kwargs)
	Simulataneously estimate all copula paramters in the vine by MLE. More...

def	treeHfun (self, level=0)
	Operates on a tree, T_(i). More...

def	sample (self, n=1000)
	Draws n samples from the vine. More...

def	plotVine (self, plotAll=True, savefig=None)
	Plots the vine's graph structure. More...

Public Attributes
	nLLH

	vineParams

	vineParamsMap

	fittedParams

Private Member Functions
def	_initVineParams (self)

Detailed Description

Regular vine base class.

Member Function Documentation

§ plotVine()

def starvine.vine.base_vine.BaseVine.plotVine	(	self,
		plotAll = `True`,
		savefig = `None`
	)

Plots the vine's graph structure.

Parameters

plotAll	(optional) Plot the entire vine structure
savefig	(optional) filename of output image.

§ sample()

def starvine.vine.base_vine.BaseVine.sample	(	self,
		n = `1000`
	)

Draws n samples from the vine.

Returns: size == (n, nvars) pandas.DataFrame samples from vine

§ sfitMLE()

def starvine.vine.base_vine.BaseVine.sfitMLE	(	self,
		kwargs
	)

Simulataneously estimate all copula paramters in the vine by MLE.

Uses SLSQP method by default.

§ treeHfun()

def starvine.vine.base_vine.BaseVine.treeHfun	(	self,
		level = `0`
	)

Operates on a tree, T_(i).

The conditional distribution is evaluated at each edge in the tree providing univariate distributions that populate the dataFrame in the tree level T_(i+1)

§ vineNLLH()

def starvine.vine.base_vine.BaseVine.vineNLLH	(	self,
		vineParams = `[None]`,
		kwargs
	)

Compute the vine negative log likelyhood.

Used for simulatneous MLE estimation of PCC model parameters. Loops through all tree levels and sums all NLL.

Parameters

vineParams np_array Flattened array of all copula parametrs in vine

The documentation for this class was generated from the following file:

starvine/vine/base_vine.py

Public Member Functions

Public Attributes