vineFitML-class function

Class for the Results of Vine Inference by Maximum Likelihood

Extends the vineFit class to include information about the Maximum Likelihood inference. class

Slots

See vineFit for information about inherited slots.

• optimMethod:: Object of class character. optim method.

• optimConv:: Object of class numeric. optim

   convergence code (0 indicates successful completion).
  

• startParams:: Object of class numeric. Vector with the parameters of the copulas in the pair-copula construction calculated using the sequential estimation procedure.

• finalParams:: Object of class numeric. Vector with the parameters of the copulas in the pair-copula construction after the maximization of the log-likelihood.

Methods

• show: signature(object = "vineFitML"): Print information about the fitted vine.

See Also

vineFit, vineFit, vineParameters.