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().

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')
#> 10  6  5  6  6  6  7  6  6  6
#>  6  1  6  7  7  5  6  7  7   
#>  5  7 10  5  5  7  5  5      
#>  7  5  7 10  4  4  4         
#>  4 10  4  4 10 10            
#>  1  4  9  9  9               
#>  9  9  1  1                  
#>  2  2  2                     
#>  8  8                        
#>  3                           

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

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