DVineStructure

class DVineStructure

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__

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.