RVineStructure.simulate

static RVineStructure.simulate(d: int, natural order: bool = False, seeds: List[int] = []) → pyvinecopulib.RVineStructure

Randomly sample a regular vine structure.

Parameter d:

The dimension.

Parameter natural_order:

Should the sampled structure be in natural order?

Parameter seeds:

Seeds of the random number generator; if empty (default), the random number generator is seeded randomly.

Note

Implementation of Algorithm 13 in Harry Joe’s 2014 book (p. 288), but there’s a typo: the end of line 6 in the book should be ‘column j’ instead of ‘column k’.