FitControlsBicop.__init__
- FitControlsBicop.__init__(self, family_set: collections.abc.Sequence[pyvinecopulib.families.BicopFamily] = [BicopFamily.indep, BicopFamily.gaussian, BicopFamily.student, BicopFamily.clayton, BicopFamily.gumbel, BicopFamily.frank, BicopFamily.joe, BicopFamily.bb1, BicopFamily.bb6, BicopFamily.bb7, BicopFamily.bb8, BicopFamily.tawn, BicopFamily.tll], parametric_method: str = 'mle', nonparametric_method: str = 'constant', nonparametric_mult: float = 1.0, nonparametric_grid_size: int = 30, selection_criterion: str = 'bic', weights: numpy.ndarray = array([], dtype=float64), psi0: float = 0.9, preselect_families: bool = True, allow_rotations: bool = True, num_threads: int = 1) None
Instantiates the controls for fitting bivariate copula models.
- Parameters:
- family_setlist of BicopFamily
The set of copula families to consider (if empty, then all families are included).
- parametric_methodstr
The fit method for parametric families; possible choices:
"mle","itau".- nonparametric_methodstr
The fit method for the local-likelihood nonparametric family (TLLs); possible choices:
"constant","linear","quadratic".- nonparametric_multfloat
A factor with which the smoothing parameters are multiplied (default: 1.0).
- nonparametric_grid_sizeint
The grid size for the post-estimation interpolation in nonparametric models (default: 30).
- selection_criterionstr
The selection criterion (
"loglik","aic","bic","mbic", or"mbicv") for the pair copula families.- weightsndarray, shape (n,), dtype float
A vector of weights for the observations.
- psi0float
Only for
selection_criterion = "mbic", the prior probability of non-independence.- preselect_familiesbool
Whether to exclude families before fitting based on symmetry properties of the data.
- allow_rotationsbool
Allow rotations for the families when doing model selection (default: true).
- num_threadsint
Number of concurrent threads to use while fitting copulas for different families; never uses more than the number of concurrent threads supported by the implementation.