DVineStructure class
A class for D-vine structures.
D-vines are a special class of R-vines where each tree is a path. A D-vine structure is determined entirely by the order of variables. For example, if the order is (1, 2, 3, 4), the first tree in the vine is 1-2-3-4 and all further trees are unique due to the proximity condition.
Note that DVineStructure objects inherit the methods and attributes of RVineStructure objects.
Base classes
- class RVineStructure
- A class for R-vine structures.
Constructors, destructors, conversion operators
- DVineStructure(const std::vector<size_t>& order) explicit
- DVineStructure(const std::vector<size_t>& order, size_t trunc_lvl)
Function documentation
vinecopulib::
| Parameters | |
|---|---|
| order | The order of variables in the D-vine (diagonal entries in the R-vine array); must be a permutation of 1, ..., d. |
vinecopulib::
| Parameters | |
|---|---|
| order | The order of variables in the D-vine (diagonal entries in the R-vine array); must be a permutation of 1, ..., d. |
| trunc_lvl | The truncation level. |