SimplifiedContext

class SimplifiedContext(*args, **kwargs)

Simplified vine: forward only the external covariates x.

The default policy. The pair-copula parameters may depend on external covariates x but not on the conditioning set u_D, so the u_D gather is skipped (zero extra cost). With x=None this reproduces the classic simplified / unconditional cascade (each pair sees x_e = None).

Methods

edge_context(*[, u_D, x])

Return the external covariates x unchanged (u_D is ignored).

Attributes

assembles_conditioning

Methods

__init__
edge_context	Return the external covariates x unchanged (u_D is ignored).