VinecopBackend

class VinecopBackend(*, controls=None, structure=None)

Default backend. Wraps Vinecop.

Stores constructor arguments verbatim per the scikit-learn developer guide; the default FitControlsVinecop is materialised lazily in fit_vine when controls is None.

Parameters:
controlsFitControlsVinecop, or None, optional

Pair-family / threading / structure-selection knobs. None defaults to TLL with trunc_lvl=20.

structureRVineStructure, or None, optional

A pre-specified vine structure; when provided, fit_vine skips structure selection.

Methods

cdf

fit_vine

pdf

simulate

Methods

__init__

cdf

fit_vine

pdf

simulate

structure_of

with_local_random

with_num_threads

with_random_structure