Vinecop.from_file

Vinecop.from_file(filename: str, check: bool = True) → pyvinecopulib.Vinecop

Instantiates from a JSON file.

The input file contains 2 attributes : "structure" for the vine structure, which itself contains attributes "array" for the structure triangular array and "order" for the order vector, and "pair copulas". "pair copulas" contains a list of attributes for the trees ("tree1", "tree2", etc), each containing a list of attributes for the edges ("pc1", "pc2", etc). See the corresponding method of Bicop objects for the encoding of pair-copulas.

Parameters:

  • filename – The name of the JSON file to read.

  • check – Whether to check if the "structure" node of the input represents a valid R-vine structure.