R语言 VineCopula包 R2DVine()函数中文帮助文档(中英文对照)

loveR · 发表于 2012-10-1 16:11:13

R2DVine(VineCopula)
R2DVine()所属R语言包：VineCopula

 Transform R-vine to D-vine structure
 变换R-D-葡萄树结构的藤

 译者：生物统计家园网机器人LoveR

描述----------Description----------

This function transforms an R-vine matrix structure to the corresponding D-vine structure as used in the package CDVine.
此函数变换到相应的D-葡萄树结构的R-藤矩阵结构中所用的包CDVine。

用法----------Usage----------

R2DVine(RVM)

参数----------Arguments----------

参数：RVM
An RVineMatrix object.
RVineMatrix对象。

值----------Value----------

参数：order
A d-dimensional vector specifying the order of the nodes in the D-vine.
甲d维矢量指定的顺序为D-葡萄树中的节点。

参数：family
A d*(d-1)/2 vector of pair-copula families with values 0 = independence copula 1 = Gaussian copula 2 = Student t copula (t-copula) 3 = Clayton copula 4 = Gumbel copula 5 = Frank copula 6 = Joe copula 7 = BB1 copula 8 = BB6 copula 9 = BB7 copula 10 = BB8 copula 13 = rotated Clayton copula (180 degrees; “survival Clayton”) 14 = rotated Gumbel copula (180 degrees; “survival Gumbel”) 16 = rotated Joe copula (180 degrees; “survival Joe”) 17 = rotated BB1 copula (180 degrees; “survival BB1”) 18 = rotated BB6 copula (180 degrees; “survival BB6”) 19 = rotated BB7 copula (180 degrees; “survival BB7”) 20 = rotated BB8 copula (180 degrees; “survival BB8”) 23 = rotated Clayton copula (90 degrees) 24 = rotated Gumbel copula (90 degrees) 26 = rotated Joe copula (90 degrees) 27 = rotated BB1 copula (90 degrees) 28 = rotated BB6 copula (90 degrees) 29 = rotated BB7 copula (90 degrees) 30 = rotated BB8 copula (90 degrees) 33 = rotated Clayton copula (270 degrees) 34 = rotated Gumbel copula (270 degrees) 36 = rotated Joe copula (270 degrees) 37 = rotated BB1 copula (270 degrees) 38 = rotated BB6 copula (270 degrees) 39 = rotated BB7 copula (270 degrees) 40 = rotated BB8 copula (270 degrees)
A D *（D-1）/ 2个向量对Copula的家庭，价值观 0=独立Copula的参考1=高斯系词参考的2=学生参考3=克莱顿系词参考4= Gumbel分布Copula的参考5=弗兰克·系词参考6=乔吨系词（T-Copula函数）系词参考7= BB1 Copula的参考8= BB6 Copula的参考9= BB7系词参考10= BB8 Copula的参考 X> =旋转克莱顿系词（180度;“生存克莱顿”）的参考13=旋转（180度“生存冈贝尔”）Gumbel分布Copula的参考14=旋转乔Copula的参考16=旋转（180度;“BB1生存”）BB1 Copula的参考17=旋转BB6 Copula函数（180度（180度;“生存乔”）;“生存BB6）参考18=旋转BB7系词（180度“生存BB7”）参考19=旋转BB8系词（180度“生存BB8”） 20=旋转克莱顿系词（90度）参考23=旋转冈贝尔系词（90度）参考24 =旋转乔系词（90度）参考26=旋转（90度）BB1 Copula的参考27=旋转BB6 Copula函数（90度）参考28=旋转BB7系词（90度）参考< x> =旋转BB8系词（90度）参考29=旋转克莱顿系词（270度）参考30=旋转（270度）Gumbel分布Copula的参考33 =系词（270度）旋转乔参考34=旋转BB1 Copula函数（270度）参考36=旋转BB6 Copula函数（270度）参考37=旋转BB7系词（270度）参考38=旋转BB8系词（270度）

参数：par
A d*(d-1)/2 vector of pair-copula parameters.
A D *（D-1）/ 2矢量的对Copula函数的参数。

参数：par2
A d*(d-1)/2 vector of second pair-copula parameters for the t-, BB1, BB6, BB7 and BB8 copulas.
A D *（D-1）/ 2矢量T-BB1，BB6，BB7和BB8 Copula函数的第二对Copula函数的参数。

注意----------Note----------

When using this function, one should be sure that the input RVineMatrix object has a D-vine structure, otherwise the transformation function returns an error.
使用此功能时，应确保输入RVineMatrix对象有一个D-葡萄树的结构，否则转换函数返回一个错误。

（作者）----------Author(s)----------

Eike Brechmann

参见----------See Also----------

RVineMatrix, D2RVine, R2CVine
RVineMatrix，D2RVine，R2CVine

实例----------Examples----------

# simulate a sample of size 500 from a 4-dimensional D-vine [模拟一个4维D-葡萄树的样本尺寸500]
# copula model with mixed pair-copulas[混双Copula函数copula模型]
# load package CDVine[加载包CDVine]
library(CDVine)
d = 4
dd = d*(d-1)/2
order = 1:d
family = c(1,2,3,4,7,3)
par = c(0.5,0.4,2,1.5,1.2,1.5)
par2 = c(0,5,0,0,2,0)
type = 2
simdata = CDVineSim(500,family,par,par2,type)

# determine log-likelihood[确定对数似然]
out = CDVineLogLik(simdata,family,par,par2,type)
out$loglik

# transform to R-vine matrix notation[转换到R-藤矩阵符号]
RVM = D2RVine(order,family,par,par2)

# check that log-likelihood stays the same[对数似然保持不变]
out2 = RVineLogLik(simdata,RVM)
out2$loglik

# ... and back[...和背部]
Dvine = R2DVine(RVM)
out3 = CDVineLogLik(simdata[,Dvine$order],Dvine$family,
 Dvine$par,Dvine$par2,type)
out3$loglik

转载请注明:出自生物统计家园网(http://www.biostatistic.net)。

注：
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