DVineStructure

class DVineStructure(*args, **kwargs)

A class for D-vine structures.

D-vines are a special class of R-vines where each tree is a path. A D-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 is 1-2-3-4 and all further trees are unique due to the proximity condition.

Note that DVineStructure 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__

from_dimension

Instantiates as a D-vine for a given dimension.

from_file

Instantiates an RVineStructure from a JSON file.

from_json

Instantiates from a JSON-like str object.

from_matrix

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

from_order

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

min_array

Access elements of the minimum array.

needed_hfunc1

Access elements of the needed_hfunc1 array.

needed_hfunc2

Access elements of the needed_hfunc2 array.

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_file

Write the structure into a JSON file.

to_json

Converts the structure into a JSON-like str object.

truncate

Truncates the R-vine structure.