Vinecop.from_structure

Vinecop.from_structure(structure: pyvinecopulib.RVineStructure | None = None, matrix: numpy.ndarray[dtype=uint64, shape=(*, *), order='F'] | None = None, pair_copulas: collections.abc.Sequence[collections.abc.Sequence[pyvinecopulib.Bicop]] = [], var_types: collections.abc.Sequence[str] = []) → pyvinecopulib.Vinecop

Factory function to create a Vinecop using either a structure or a matrix.

Parameters:

• structure – An RVineStructure. Provide either this or matrix, but not both.

• matrix – Vinecop matrix. Provide either this or structure, but not both.

• pair_copulas – Pairwise copulas for each edge in the vine. Defaults to an empty list.

• var_types – Variable types for each variable (e.g., ‘c’ for continuous, ‘d’ for discrete). Defaults to all continuous.