DVineStructure.from_matrix

DVineStructure.from_matrix(mat: numpy.ndarray[dtype=uint64, shape=(*, *), order='F'], check: bool = True) → pyvinecopulib.RVineStructure

Instantiates an RVineStructure object from a matrix representing an R-vine array.

The matrix must contain zeros in the lower right triangle and the upper left triangle must be a valid R-vine array. Truncated vines can be encoded by putting zeros above the digonal in all rows below the truncation level. Example of a 1-truncated matrix:

4 4 4 4
0 0 3 0
0 2 0 0
1 0 0 0
Parameters:

  • mat – A matrix representing a valid R-vine array.

  • check – Whether mat shall be checked for validity.