Simulate R-vine structures

Simulates from a uniform distribution over all R-vine structures on d variables. rvine_structure_sim() returns an rvine_structure() object, rvine_matrix_sim() an rvine_matrix().

Usage

rvine_structure_sim(d, natural_order = FALSE)

rvine_matrix_sim(d, natural_order = FALSE)

Arguments

d

the number of variables

natural_order

boolean; whether the structures should be in natural order (counter-diagonal is 1:d).

See also

rvine_structure(), rvine_matrix(), plot.rvine_structure(), plot.rvine_matrix()

Examples

rvine_structure_sim(10)
#> 10-dimensional R-vine structure ('rvine_structure')
#>  8  1  2  6  2  1  2  2  2  2
#>  2  6  1  1  8  2  8  8  8   
#>  1  2  8  2  1  8  1  1      
#>  5  8  9  8  9  9  9         
#>  9  9  6  9  6  6            
#>  6 10 10 10 10               
#> 10  4  4  4                  
#>  4  5  5                     
#>  7  7                        
#>  3                           

rvine_structure_sim(10, natural_order = TRUE)  # counter-diagonal is 1:d
#> 10-dimensional R-vine structure ('rvine_structure')
#> 10  9 10 10 10 10 10 10 10 10
#>  6 10  8  6  8  8  9  9  9   
#>  8  8  9  8  9  9  8  8      
#>  9  6  7  9  7  7  7         
#>  7  4  6  7  6  6            
#>  5  7  5  5  5               
#>  4  5  4  4                  
#>  3  3  3                     
#>  2  2                        
#>  1                           

rvine_matrix_sim(10)
#> 10-dimensional R-vine matrix ('rvine_matrix')
#> 10  8  5  5  8  8  8  5  5  5
#>  8  5  8  8  5  5  5  8  8   
#>  5  6  6  6  6  6  6  6      
#>  6  4 10  4 10 10 10         
#>  2 10  2 10  4  4            
#>  7  1  4  2  2               
#>  4  2  1  1                  
#>  1  7  7                     
#>  9  9                        
#>  3