vinecopulib/include/vinecopulib/vinecop/rvine_trees.hpp file

Namespaces

namespace vinecopulib

Tools for bivariate and vine copula modeling.

Classes

class vinecopulib::RVineTrees

A list-of-trees decomposition of an R-vine structure.

struct vinecopulib::RVineTrees::Edge

A single edge: conditioned pair (a, b), conditioning set C, and the associated pair-copula (independence by default).

struct vinecopulib::RVineTrees::PairCopulaLocation

The source of a pair copula in a matrix representation.

struct vinecopulib::RVineTrees::Decomposition

The result of to_struct_array().

struct vinecopulib::RVineTrees::AugmentedEdge

One edge of the augmented (line-graph) view: its two incident node ids plus a non-owning pointer to the underlying Edge (in trees_).

struct vinecopulib::RVineTrees::AugmentedTree

The augmented (line-graph) view of a tree used during conversion. degrees is indexed by node id (contiguous), avoiding a std::map.