Get Initial Parameter Estimate for Copula
A (S4) generic function and methods providing a typically cheap method to get
valid parameters for the copula, given the data. This is
used, e.g., in fitCopula() when start is not
specified.
getIniParam(copula, data, default, named = TRUE, ...)
copula |
a |
data |
an n x d-matrix of data to which the copula should be fitted. |
default |
a parameter vector of correct length, to be used when no method is available or the method does “not work”. |
named |
|
... |
optional further arguments to underlying methods. |
a numeric vector of correct length, say param, which
should e.g., “work” in loglikCopula(param, u = data, copula).
signature(copula = "parCopula")Close to a default
method (as class "parCopula" contains most
copulas), currently mainly trying to use a version of
fitCopula(*, method = "itau") (itself based on moment
matching iTau()).
signature(copula = "mixCopula")a relatively simple method, for the copula parameters, trying
getInitParam(cop[[k]]) for each component, and using equal weights w[k].
getTheta() gets such a vector from a copula object;
fitCopula, loglikCopula.
# TODO !
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