DVineStructure.from_order

DVineStructure.from_order(order: collections.abc.Sequence[int], trunc_lvl: int = 18446744073709551615, check: bool = True) pyvinecopulib.RVineStructure

Instantiates as a D-vine with a given ordering of the variables.

Parameters:
  • order – The order of variables in the D-vine (diagonal entries in the R-vine array); must be a permutation of 1, …, d.

  • trunc_lvl – The truncation level. By default, it is d - 1.

  • check – Whether `order shall be checked for validity.