CVineStructure

class CVineStructure

A class for C-vine structures.

C-vines are a special class of R-vines where each tree is a star. A C-vine structure is determined entirely by the order of variables. For example, if the order is {1, 2, 3, 4}, the first tree in the vine connects variable 4 with all others, the second tree connects variable 3 with all others, etc.

Note that CVineStructure objects inherit the methods and attributes of RVineStructure objects.

Attributes

dim

The dimension.

matrix

Gets the R-vine matrix representation.

order

The variable order.

trunc_lvl

The truncation level.

Methods

__init__

Creates a new instance of the class.

simulate

Randomly sample a regular vine structure.

str

Converts the structure to a string representation (most useful for printing).

struct_array

Accesses elements of the structure array.

to_json

Write the structure into a JSON file.

truncate

Truncates the R-vine structure.