vinecopulib A C++ library for vine copulas
  1. Setup
  2. Overview
    1. Bivariate copula models
    2. Vine copula models
    3. Discrete variables
    4. Conditional simulation
    5. Scores, gradients and Hessians
  3. Classes
    1. vinecopulib::Bicop
    2. vinecopulib::FitControlsBicop
    3. vinecopulib::Vinecop
    4. vinecopulib::FitControlsVinecop
    5. vinecopulib::RVineStructure
    6. vinecopulib::RVineTrees
    7. vinecopulib::TriangularArray
  1. Namespaces
    1. vinecopulib
    2. vinecopulib::bicop_families
    3. vinecopulib::tools_stats
  2. License
  3. GitHub

vinecopulib::RVineTrees::Decomposition struct
#include <vinecopulib/include/vinecopulib/vinecop/rvine_trees.hpp>

The result of to_struct_array().

Contents

  • Reference
    • Public variables

Public variables

std::vector<size_t> order
TriangularArray<size_t> struct_array
std::vector<std::vector<Bicop>> pair_copulas
indexed [tree][edge]
TriangularArray<PairCopulaLocation> pair_copula_locations
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