FitControlsBicop

class FitControlsBicop(*args, **kwargs)

A class for controlling fits of bivariate copula models.

Attributes:

allow_rotations: Returns ——- bool whether non-zero copula rotations are considered during family selection.
family_set: Returns ——- list of BicopFamily the set of pair-copula families considered during selection.
nonparametric_grid_size: Returns ——- int the grid size used during nonparametric fits (number of grid points per axis).
nonparametric_method: Returns ——- str the nonparametric estimator used for the tll family (one of "constant", "linear", "quadratic").
nonparametric_mult: Returns ——- float the bandwidth multiplier applied during nonparametric fits.
num_threads: Returns ——- int the number of threads used during fitting.
parametric_method: Returns ——- str the parametric estimator used for parametric families (one of "mle", "itau").
preselect_families: Returns ——- bool whether families are pre-screened by a quick fit before the full criterion comparison.
psi0: Returns ——- float the prior probability of a non-independence copula used by the mbic criterion.
selection_criterion: Returns ——- str the model-selection criterion (one of "loglik", "aic", "bic", "mbic").
weights: Returns ——- ndarray, shape (n,), dtype float the per-observation weights used during fitting (empty when observations are weighted equally).

Attributes

Methods

Instantiates the controls for fitting bivariate copula models.