Vinecop.truncate
- Vinecop.truncate(self: pyvinecopulib.Vinecop, trunc_lvl: int) None
Truncates the vine copula model.
While model for a
d
dimensional random vector contains at mostd-1
nested trees, this function extracts a sub-model based on a given truncation level.If the model is already truncated at a level less than
trunc_lvl
, the function does nothing.- Parameters:
trunc_lvl – The truncation level.