我构建了一个代码,可以将不同的联结类型与数据相匹配,并根据最小的 AIC 值选择最佳的联结类型。该代码运行良好。然而结果如下:
Normal copula, dim. d = 3
Dimension: 3
Parameters:
rho.1 = 0.8094
dispstr: ex
然后我可以从结果中获取维度和参数,但可以获取联结的名称。也就是说,我需要提取 copual 的名称。例如,
selected_copula@parameters
[1] 0.7833736
我也希望能够使用
selected_copula@copula
来获取最适合的联结函数的名称,但它不起作用。
fitCopula
函数允许我们使用@copula
提取联结的名称,但我无法使用我的代码来提取联结的名称。
完整代码如下:
library(copula)
fit_select_copula <- function(copula_list, data) {
fit_copula_models <- function(copula_list, data) {
num_copulas <- length(copula_list)
copula_results <- vector("list", length = num_copulas)
for (i in seq_along(copula_list)) {
copula <- copula_list[[i]]
fitted_model <- fitCopula(copula,data)
copula_results[[i]] <- list(
copula = fitted_model@copula,
loglik = fitted_model@loglik,
aic = AIC(fitted_model)
)
}
return(copula_results)
}
copula_results <- fit_copula_models(copula_list, data)
aic_values <- sapply(copula_results, function(x) x$aic)
lowest_aic_index <- which.min(aic_values)
selected_copula <- copula_results[[lowest_aic_index]]$copula
return(selected_copula)
}
# Example usage
data <- rCopula(1000, normalCopula(0.8, dim = 3)) # Replace with your actual data
copula_list <- list(
frank = frankCopula(6, 3),
clayton = claytonCopula(2, 3),
normal = normalCopula(0.7, 3)
)
selected_copula <- fit_select_copula(copula_list, data)
我想如果你想在你的初始名单中使用你自己的名字;然后,您需要添加足够的簿记以在您的运营中携带这些内容。
library(copula)
fit_select_copula <- function(copula_list, data) {
fit_copula_models <- function(copula_list, data) {
num_copulas <- length(copula_list)
copula_names <- names(copula_list) # <<< ADDED THIS <<<<
copula_results <- vector("list", length = num_copulas)
for (i in seq_along(copula_list)) {
copula <- copula_list[[i]]
fitted_model <- fitCopula(copula,data)
copula_results[[i]] <- list(
copula_name = copula_names[[i]], # <<< ADDED THIS <<<<
copula = fitted_model@copula,
loglik = fitted_model@loglik,
aic = AIC(fitted_model)
)
}
return(copula_results)
}
copula_results <- fit_copula_models(copula_list, data)
aic_values <- sapply(copula_results, function(x) x$aic)
lowest_aic_index <- which.min(aic_values)
### ALTERED THIS ####
selected_copula <- list(name=copula_results[[lowest_aic_index]]$copula_name,
content = copula_results[[lowest_aic_index]]$copula)
return(selected_copula)
}
# Example usage
data <- rCopula(1000, normalCopula(0.8, dim = 3)) # Replace with your actual data
copula_list <- list(
frank = frankCopula(6, 3),
clayton = claytonCopula(2, 3),
normal = normalCopula(0.7, 3)
)
selected_copula <- fit_select_copula(copula_list, data)