Vinecop.from_data

Vinecop.from_data(data: numpy.ndarray, structure: pyvinecopulib.core.RVineStructure | None = None, matrix: numpy.ndarray | None = None, var_types: collections.abc.Sequence[str] = [], controls: pyvinecopulib.core.FitControlsVinecop = FitControlsVinecop()) → pyvinecopulib.core.Vinecop

Factory function to create a Vinecop from data.

Parameters:

data

Input data matrix.

structure

An RVineStructure. Provide either this or matrix, but not both.

matrix

RVine matrix. Provide either this or structure, but not both.

var_types

Variable types for each variable (e.g., ‘c’ for continuous, ‘d’ for discrete). Defaults to all continuous.

controls

Fit controls for the vinecop. Defaults to the default constructor.