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.

order

The variable order.

trunc_lvl

The truncation level.

Methods

__init__

Overloaded function.

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.