Choosing a Model¶
Choose the dependence structure first, then decide whether it needs to vary over time. Fit a constant MLE baseline before adding GAS or latent SCAR dynamics so that the dynamic model can be compared against a simpler nested question.
Model Selection¶
| Goal | Suggested model | Start with |
|---|---|---|
| Dependence between two variables | GumbelCopula, ClaytonCopula, FrankCopula, JoeCopula, or BivariateGaussianCopula |
MLE |
| Time-varying dependence between two variables | The same bivariate families | GAS or SCAR-TM |
| Static Gaussian/Student dependence with supplied, plug-in, shrinkage, full, or factor correlation | GaussianCopula or StudentCopula |
MLE plus an explicit corr_mode when the default fixed policy is not desired |
| One common correlation that changes over time | EquicorrGaussianCopula |
GAS or SCAR-TM-OU |
| Time-varying multivariate tail thickness | StochasticStudentCopula |
GAS or SCAR-TM-OU |
| Different pairwise families and dependence strengths | VineCopula |
Auto R-vine or fixed C/D structure; MLE, then dynamic edges if needed |
| Very large dimension with low-rank correlation | Gaussian or stochastic Student model with corr_mode="factor" |
Two-stage factor MLE |
Use the Bivariate Copulas guide for one pair. For three or more variables, compare the assumptions in Multivariate Models, Factor Models, and Vine Copulas.
Estimation Choice¶
- MLE uses one constant copula parameter and is the simplest baseline.
- GAS makes dependence observation-driven and avoids latent-state integration.
- SCAR-TM-OU models an unobserved mean-reverting state.
- SCAR-TM-JACOBI models positive Kendall dependence directly on
(0, 1).
See Estimation Methods for supported model-method combinations and fitting examples.
Prediction Choice¶
Use sample to reproduce a fitted model and predict to condition on the
fitted history. Pass given={column: value} for conditional generation in
pseudo-observation space.
The distinction between sampling, forecasting, and conditioning is covered in Prediction Semantics. For arbitrary R-vine conditioning sets, continue with R-vine Conditioning.
Recommended Reading Path¶
- Select a model family using the table above.
- Run the Quick Start.
- Fit an MLE baseline and inspect goodness of fit.
- Add GAS or SCAR only when time variation is part of the modeling question.
- Read Performance Tuning after the statistical model and estimation method are settled.