VoseCopulaBMA | Vose Software

VoseCopulaBMA

See also: VoseBMA, VoseBMAObject, VoseBMAProb, VoseBMAProb10, VoseCopulaBMA, VoseCopulaBMAObject, VoseTimeBMA, VoseTimeBMAObject

=VoseCopulaBMA({CopulaFitObjects}, {Priors})

 

 

Example model

This array function returns random samples from a BMA fitted copula.

• {CopulaFitObjects} – is an array of k copula objects fitted to the same data set.

• {Priors} – is an optional array of length k of subjective prior weights. If omitted, the weights are assumed equal.

 

Note: all fitted copulas must be of the same dimension and apply to the same data set.

 

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