Vinecop.truncate

Vinecop.truncate(self, trunc_lvl: int) → None

Truncates the vine copula model.

While model for a d dimensional random vector contains at most d-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.