fixParam {copula} | R Documentation |
It is sometimes useful to keep fixed some components of a copula
parameter vector whereas the others are “free” and will be
estimated, e.g., by fitCopula
.
fixParam(param, fixed = TRUE) fixedParam(copula) <- value
param |
numeric parameter vector |
fixed, value |
logical vector of the same length as |
copula |
a |
fixParam(param)
returns a numeric
vector with
attribute "fixed"
(a logical
, either TRUE
or vector of the same length as param
) to indicate which
components of param
are to be held fixed or not.
fixedParam<-
returns a "copula"
object
with a partly fixed parameter (slot), i.e., corresponding to
fixParam()
above.
fitCopula
for fitting;
nc1 <- normalCopula(dim = 3, fixParam(c(.6,.3,.2), c(TRUE, FALSE,FALSE)), dispstr = "un") nc1 nc13 <- nc12 <- nc1 fixedParam(nc12) <- c(TRUE, TRUE, FALSE) ; nc12 fixedParam(nc13) <- c(TRUE, FALSE, TRUE) ; nc13