RVineStructure.simulate

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

Randomly sample a regular vine structure.

Simulates from a uniform distribution over all R-vine structures on d variables

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’.

Parameters:

• d – The dimension.

• natural_order – Should the sampled structure be in natural order?

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