FitControlsTorchBicop

class FitControlsTorchBicop(method='tll', grid_size=30, mult=1.0, grid_type='normal')

Controls for from_data().

Mirrors FitControlsBicop: method picks the pair-copula fitter and the remaining fields carry method-specific hyperparameters.

Attributes:

method{“tll”}, default=”tll”

Fitter to use. "tll" is a pure-torch Transformed Local Likelihood kernel density estimator on a 2-D grid in the inverse-normal-transformed copula space (Geenens, 2014; Nagler, 2018), matching the Bicop TLL fit to machine precision. It is the only fitter currently shipped; method is kept as the extension seam for future torch fitters.

grid_sizeint, default=30

TLL only. Density grid size per axis.

multfloat, default=1.0

TLL only. Bandwidth multiplier.

grid_type{“normal”, “linear”}, default=”normal”

TLL only. Storage grid type — "normal" (Phi-spaced, the Bicop-parity default) or "linear" (uniform on [0, 1] with the O(1) cell-finding fast-path).

Attributes

grid_size
grid_type
method
mult

Methods

__init__