Package jdistlib

Class VineFitter

java.lang.Object

jdistlib.VineFitter

public final class VineFitter
extends Object

Sequential simplified C-vine and D-vine fitting with pair-family selection.

Method Summary

Modifier and Type	Method	Description
static VineFitResult	fit(double[][] data, VineStructure structure)
static VineFitResult	fitMixed(double[][] data, CopulaMarginal[] marginals, long seed, VineStructure structure, CopulaFitOptions options, CopulaSelectionCriterion criterion, CopulaFamily... candidates)	Fits a vine after a reproducible randomized marginal transform.
static VineFitResult	fitMixed(double[][] data, CopulaMarginal[] marginals, RandomEngine random, VineStructure structure, CopulaFitOptions options, CopulaSelectionCriterion criterion, CopulaFamily... candidates)	Fits a vine after continuous/discrete marginal probability transforms.
static VineFitResult	fitMixed(double[][] data, CopulaMarginal[] marginals, VineStructure structure, CopulaFitOptions options, CopulaSelectionCriterion criterion, CopulaFamily... candidates)	Fits a vine after continuous/discrete marginal probability transforms.
static VineFitResult	fitUniforms(double[][] uniforms, VineStructure structure, CopulaFitOptions options, CopulaSelectionCriterion criterion, CopulaFamily... candidates)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

fit

public static VineFitResult fit(double[][] data,
 VineStructure structure)

fitUniforms

public static VineFitResult fitUniforms(double[][] uniforms,
 VineStructure structure,
 CopulaFitOptions options,
 CopulaSelectionCriterion criterion,
 CopulaFamily... candidates)

fitMixed

public static VineFitResult fitMixed(double[][] data,
 CopulaMarginal[] marginals,
 VineStructure structure,
 CopulaFitOptions options,
 CopulaSelectionCriterion criterion,
 CopulaFamily... candidates)

Fits a vine after continuous/discrete marginal probability transforms.

fitMixed

public static VineFitResult fitMixed(double[][] data,
 CopulaMarginal[] marginals,
 long seed,
 VineStructure structure,
 CopulaFitOptions options,
 CopulaSelectionCriterion criterion,
 CopulaFamily... candidates)

Fits a vine after a reproducible randomized marginal transform.

fitMixed

public static VineFitResult fitMixed(double[][] data,
 CopulaMarginal[] marginals,
 RandomEngine random,
 VineStructure structure,
 CopulaFitOptions options,
 CopulaSelectionCriterion criterion,
 CopulaFamily... candidates)

Fits a vine after continuous/discrete marginal probability transforms.