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add variable names to vinecop summary #276

Merged
merged 1 commit into from
Oct 24, 2024
Merged

add variable names to vinecop summary #276

merged 1 commit into from
Oct 24, 2024

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tnagler
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@tnagler tnagler commented Jul 25, 2024 

> u <- replicate(3, runif(50))
> 
> # no names
> summary(vinecop(u))
# A data.frame: 3 x 11 
 tree edge conditioned conditioning var_types family rotation parameters df tau loglik
    1    1        2, 1                    c,c  indep        0             0   0      0
    1    2        1, 3                    c,c  indep        0             0   0      0
    2    1        2, 3            1       c,c  indep        0             0   0      0
> summary(vine(u))
$margins
# A data.frame: 3 x 6 
 margin name nobs   bw loglik d.f.
      1   V1   50 0.31   -4.7  2.4
      2   V2   50 0.31   -3.8  2.4
      3   V3   50 0.36   -5.8  2.3

$copula
# A data.frame: 3 x 11 
 tree edge conditioned conditioning var_types family rotation parameters df tau loglik
    1    1        2, 1                    c,c  indep        0             0   0      0
    1    2        1, 3                    c,c  indep        0             0   0      0
    2    1        2, 3            1       c,c  indep        0             0   0      0

> 
> # with names
> colnames(u) <- c("x", "y", "z")
> summary(vinecop(u))
# A data.frame: 3 x 11 
 tree edge conditioned conditioning var_types family rotation parameters df tau loglik
    1    1        2, 1                    c,c  indep        0             0   0      0
    1    2        1, 3                    c,c  indep        0             0   0      0
    2    1        2, 3            1       c,c  indep        0             0   0      0

---
1 <-> x,   2 <-> y,   3 <-> z 
> summary(vine(u))
$margins
# A data.frame: 3 x 6 
 margin name nobs   bw loglik d.f.
      1    x   50 0.31   -4.7  2.4
      2    y   50 0.31   -3.8  2.4
      3    z   50 0.36   -5.8  2.3

$copula
# A data.frame: 3 x 11 
 tree edge conditioned conditioning var_types family rotation parameters df tau loglik
    1    1        2, 1                    c,c  indep        0             0   0      0
    1    2        1, 3                    c,c  indep        0             0   0      0
    2    1        2, 3            1       c,c  indep        0             0   0      0

---
1 <-> x,   2 <-> y,   3 <-> z

@tvatter
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tvatter commented Aug 12, 2024

Could/should something similar be done for vinecopulib?

@tvatter tvatter merged commit b7f9e6d into dev Oct 24, 2024
6 checks passed
@tvatter tvatter deleted the summary-names branch October 24, 2024 12:26
tnagler added a commit that referenced this pull request Jan 21, 2025
@tnagler @olivroy @FLBuchner
Release 0.7.1.1.0 (#293)
de6dd9e 
* improve rosenblatt docs

* safeguard rosenblatt

* fix @doctype tag in pkg docs

* preprocessor define to fix BH issue (#270)

Co-authored-by: tnagler <thomas.nagler@tum.de>

* allow bicop_dist() with tll (#268)

* improve docs for family = bicop_dist arguments

* allow bicop_dist() with tll

* export as.bicop()

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* fix na handling in vine() control checks (#266)

Co-authored-by: tnagler <thomas.nagler@tum.de>

* Add website to DESCRIPTION (#271)

* Add website to DESCRIPTION

* `usethis::use_github_action("check-standard")`

* Create test-coverage.yaml

* Update R-CMD-check.yaml

* Update test-coverage.yaml

* fix handling of logistic distribution (#275)

Co-authored-by: tnagler <thomas.nagler@tum.de>

* Add class of extreme value copulas and the tawn copula (#277)

* Added class of extreme value copulas and the tawn copula

* Changes to mainly parameters_to_tau

* add variable names to vinecop summary (#276)

Co-authored-by: tnagler <thomas.nagler@tum.de>

* fix typo in docs (#281)

Co-authored-by: tnagler <thomas.nagler@tum.de>

* Prep new version (#280)

* adapt to new cpp backend

* adapt discrete rosenblatt

* bump version

* pull vcl sources

* update website

* requirer higher kde1d version

* pull vcl

* final pull

* require new wdm

* update NEWS

* make CRAN happy

* more happiness

* final doc fix

* update API website

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* run reverse dependency checks on PRs to main (#288)

* run reverse dependency check on PRs to main

* trigger

* fix typo

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* fix typo in docs (fixes #273) (#289)

Co-authored-by: tnagler <thomas.nagler@tum.de>

* add 'main' argument to pairs_copula_data() (fixes #278) (#290)

* add 'main' argument to pairs_copula_data() (fixes #278)

* document argument

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* enable fitting only parameters in vinecop() (#291)

* enable fitting only parameters in vinecop()

* warn about unused structure/family_set arguments

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* Pull latest vinecopulib (#292)

* update vinecoplib

* remove boost flags

* bump version

* pull vcl again

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* Better revdep check (#295)

* use base R revdep check via tools::

* another try

* separate check from results, disable mac

* try no-manual

* Don't check as CRAN

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* add allow_rotations argument (#296)

* pull cpp sources

* update R interface

* fix stuff

* shorten example runtime

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* updating website

* Improve coverage (#297)

* test variable name legend in summary(fit)

* remove now unused check_margin_controls() function

* test as.bicop

* test and improve bicop_dist("tll", ...)

* exclude vinecopulib sources from coverage computation

* remove unused interfacing functions

* test rvine_structure_sim()

* test structure validation

* update RcppExports

* not uploading?

* fix status badges

* htttps

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* Fix coverage upload (#298)

* fix codecov upload

* clean up on-push

* fix exclusions

* clean on-push  branches

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* Improve coverage further (#299)

* fix + improve unit tests for vine_dist()

* fix uncovered issues in vine_dist() logic

* test factor handling in vine()

* remove unused collate_u() function

* improve as_rvine_X coverage

* doc typo

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>

* don't use designated initializers (C++20 feature) (#300)

Co-authored-by: tnagler <thomas.nagler@tum.de>

---------

Co-authored-by: tnagler <thomas.nagler@tum.de>
Co-authored-by: olivroy <52606734+olivroy@users.noreply.github.com>
Co-authored-by: FLBuchner <123307001+FLBuchner@users.noreply.github.com>
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@tnagler @tvatter