FitControlsVinecop

class FitControlsVinecop(*args, **kwargs)

A class for controlling fits of vine copula models.

Attributes:

allow_rotations: Returns ——- bool whether non-zero copula rotations are considered during family selection.
conditioning_set: Returns ——- list of int the conditioning set (1-based variable indices) placed at the tail of the vine order during structure selection; empty for unconditional 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.
seeds: Returns ——- list of int the random seeds used by the structure-selection RNG (empty to use a non-reproducible seed).
select_families: Returns ——- bool whether pair-copula families are selected during fitting (when False, pre-specified families are used).
select_threshold: Returns ——- bool whether the threshold is selected automatically during fitting.
select_trunc_lvl: Returns ——- bool whether the truncation level is selected automatically via the mBICv criterion during fitting.
selection_criterion: Returns ——- str the model-selection criterion (one of "loglik", "aic", "bic", "mbic").
show_trace: Returns ——- bool whether progress information is printed during fitting.
threshold: Returns ——- float the absolute-dependence threshold below which pair copulas are set to independence during structure selection (0 disables).
tree_algorithm: Returns ——- str the structure-selection algorithm (one of "mst_prim" for Dissmann’s greedy heuristic or "random_weighted" for Wilson-weighted random spanning trees).
tree_criterion: Returns ——- str the edge-weighting criterion used to grow the structure (one of "tau", "rho", "hoeffd", "mcor", "joe", "custom").
tree_criterion_function: Returns ——- TreeCriterionFunction the custom edge-weight function used when tree_criterion is "custom" (empty otherwise).
trunc_lvl: Returns ——- int the truncation level (the number of trees that will be fit; pair copulas above this level are forced to independence).
weights: Returns ——- ndarray, shape (n,), dtype float the per-observation weights used during fitting (empty when observations are weighted equally).

Attributes

`allow_rotations`	Returns:
`conditioning_set`	Returns:
`family_set`	Returns:
`nonparametric_grid_size`	Returns:
`nonparametric_method`	Returns:
`nonparametric_mult`	Returns:
`num_threads`	Returns:
`parametric_method`	Returns:
`preselect_families`	Returns:
`psi0`	Returns:
`seeds`	Returns:
`select_families`	Returns:
`select_threshold`	Returns:
`select_trunc_lvl`	Returns:
`selection_criterion`	Returns:
`show_trace`	Returns:
`threshold`	Returns:
`tree_algorithm`	Returns:
`tree_criterion`	Returns:
`tree_criterion_function`	Returns:
`trunc_lvl`	Returns:
`weights`	Returns:

Methods

__init__

Instantiates custom controls for fitting vine copula models.