R: Get Initial Parameter Estimate for Copula

getIniParam {copula} | R Documentation

## Get Initial Parameter Estimate for Copula

### Description

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.

### Usage

    getIniParam(copula, data, default, named = TRUE, ...)

### Arguments

`copula` | a `"copula"` object.
`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` | `logical` indicating if the result should have `names`.
`...` | optional further arguments to underlying methods.

### Value

a `numeric` vector of correct length, say `param`, which should e.g., “work” in `loglikCopula(param, u = data, copula)`.

### Methods

`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]`.

### See Also

`getTheta()` gets such a vector from a `copula` object; `fitCopula`, `loglikCopula`.

### Examples

     # TODO !

[Package copula version 1.0-1 Index]