Comments (3)
VineCopula is pretty much a strict superset of CDVine. The latter is only designed for C- and D-vines, VineCopula can handle general R-vines (including C- and D-vines) and has a lot of additional convenience/functionality. For that reason, the CDVine package returned the following message on startup since around 4 yers:
The CDVine package is no longer developed actively.
Please consider using the more general VineCopula package
(see https://CRAN.R-project.org/package=VineCopula),
which extends and improves the functionality of CDVine.
It's usually quite easy to convert CDVine code into VineCopula code using VineCopula::D2RVine()
and VineCopula::C2RVine()
. In ESGtoolkit, I could only find CDVineSim
to be used. Here's an implementation of that function that requiring only the VineCopula package:
CD2RVine <- function(family, par, par2, type) {
# solve length(family) = d * (d - 1) / 2 for d
d <- (1 + sqrt(1 + 8 * length(family))) / 2
type <- c(CVine = "CVine", DVine = "DVine")[type]
switch(type,
"CVine" = C2RVine(1:d, family, par, par2),
"DVine" = D2RVine(1:d, family, par, par2),
stop("Vine model not implemented."))
}
CDVineSim <- function(N, family, par, par2 = rep(0, length(family)), type) {
RVineSim(N, CD2RVine(family, par, par2, type))
}
CD2RVine()
can be reused all over the place.
from vinecopula.
The main functionality is written in C. In particular, the underlying bivariate copola functions. And the C code is the same in both packages. In VineCopula
there are some new functions and of cause the functionality for the general vine.
And as @tnagler already mentioned we have right from the beginning wrapper function for CDVine
functions.
from vinecopula.
Thanks a lot for your quick reply and further explanations. This is very helpful for us.
from vinecopula.
Related Issues (20)
- Small bug in RVineMLE HOT 1
- Vectorize parameters HOT 6
- familyset not working in RVineStructureSelect HOT 2
- VineCopula; RStudio Version 1.3.959: contour rvinematrixe HOT 2
- RVineStructureSelect() returns C-Vine even when specified otherwise HOT 1
- RVineStructureSelect tree problem (RStudio Version 1.3.1073)
- BiCopTau2Par for Frank HOT 10
- Error in uniroot...? HOT 2
- about choosing the variables of vine copula HOT 1
- Suggestion: Add a function that fits all copulas HOT 2
- about the RVineMLE$message HOT 11
- Parameter - error given for rotated Gumbel and Clayton copulas HOT 1
- how to modify the package RVineStructureSelect HOT 7
- Regarding the utilization of copula families HOT 2
- Calculating conditional probability using BiCopCDF HOT 8
- Is there a substitute function for CDVine:: CDVineSeqEst? HOT 2
- substitution of dducopula? HOT 10
- "BB8" transform to family number not present in BiCopName HOT 2
- How to predict under specified conditions using vine copula HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from vinecopula.