Pair copula constructions are comprised of two "nodes" and one "edge" connecting them.
More...
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def | __init__ (self, args, kwargs) |
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| def | marginals (self) |
| | Marginal distributions access. More...
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| def | setMarginals (self, uModelName, vModelName) |
| | Set the marginal distribution models. More...
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def | traverseDown (self) |
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| def | lowerNode (self) |
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def | setLowerNode (self) |
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def | neighborNodes (self) |
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def | setNeighborNodes (self, u, v) |
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| def | __init__ (self, x, y, weights=None, kwargs) |
| | Bivariate data set init. More...
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| def | rank (self, method=0) |
| | rank transfom the data More...
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def | rankInv (self) |
| | Inverse rank transform data back to original scale.
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def | setTrialCopula (self, family) |
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| def | empKTau (self) |
| | Returns emperical kendall's tau of rank transformed data. More...
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| def | empSRho (self) |
| | Returns emperical spearman rho, the rank correlation coefficient. More...
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| def | empPRho (self) |
| | Returns linear correlation coefficient, pearson's rho. More...
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| def | copulaTournament (self, criterion='AIC', kwargs) |
| | Determines the copula that best fits the rank transformed data based on the AIC criterion. More...
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| def | fitCopula (self, copula, thetaGuess=(None, None,)) |
| | fit specified copula to data. More...
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| def | rotateData (self, u, v, rotation=-1) |
| | Rotates the ranked data on the unit square. More...
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def | setRotation (self, rotation=0) |
| | Set the copula's orientation: 0 == 0 deg 1 == 90 deg rotation 2 == 180 deg rotation 3 == 270 deg rotation Allows for modeling negative dependence with the frank, gumbel, and clayton copulas (Archimedean Copula family is non-symmetric)
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| treeLevel |
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| copulaParams |
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| weights |
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| rankMethod |
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| trialFamily |
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| copulaBank |
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| pval_ |
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| copulaModel |
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| UU |
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| VV |
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| rotation |
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Pair copula constructions are comprised of two "nodes" and one "edge" connecting them.
The nodes are marginal distributions and the edge is a bivariate copula.
- Note
- The base implementation is provided by the starvine.bvcopula.pc_base.PairCopula class. This class extends the base class to provided awareness of the Vine's structure.
§ lowerNode()
| def starvine.vine.pcc.PairCopulaConstruction.lowerNode |
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- Returns
- Node in tree below this edge.
§ marginals()
| def starvine.vine.pcc.PairCopulaConstruction.marginals |
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Marginal distributions access.
Marginal distribution models are stored in a tuple: (uModel, vModel) Ex maginal model access:
>>> self.marginals[0].fitMLE()
>>> self.marginals[0].parameters
§ setMarginals()
| def starvine.vine.pcc.PairCopulaConstruction.setMarginals |
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self, |
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uModelName, |
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vModelName |
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Set the marginal distribution models.
- Parameters
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| uModel | str univariate model name of first marginal dist |
| vModel | str univariate model name for second marginal dist |
The documentation for this class was generated from the following file:
Public Member Functions inherited from starvine.bvcopula.pc_base.PairCopula
1.8.12