VineCopula (version 1.3)

RVineMatrixCheck: Vine Matrix validation

Description

The given matrix is tested to be a valid R-vine matrix.

Usage

RVineMatrixCheck(M)

Arguments

M

A dxd vine matrix: only lower triangle is used; For the check, M is assumed to be in natural order, i.e. d:1 on diagonal. Further M[j+1,j]=d-j and M[j,j]=d-j

Value

• code
  1 for OK; -3 diagonal can not be put in order d:1; -2 for not permutation of j:d in column d-j; -1 if cannot find proper binary array from array in natural order.

References

Joe H, Cooke RM and Kurowicka D (2011). Regular vines: generation algorithm and number of equivalence classes. In Dependence Modeling: Vine Copula Handbook, pp 219--231. World Scientific, Singapore.

See Also

RVineMatrix

Examples

A1=matrix(c(6,0,0,0,0,0, 
			5,5,0,0,0,0,
			3,4,4,0,0,0,
			4,3,3,3,0,0,
			1,1,2,2,2,0,
			2,2,1,1,1,1),6,6, byrow=TRUE)
b1=RVineMatrixCheck(A1)
print(b1)
# improper vine matrix, code=-1
A2=matrix(c(6,0,0,0,0,0, 
			5,5,0,0,0,0,
			4,4,4,0,0,0,
			1,3,3,3,0,0,
			3,1,2,2,2,0,
			2,2,1,1,1,1),6,6, byrow=TRUE)
b2=RVineMatrixCheck(A2)
print(b2)
# improper vine matrix, code=-2
A3=matrix(c(6,0,0,0,0,0, 
			3,5,0,0,0,0,
			3,4,4,0,0,0,
			4,3,3,3,0,0,
			1,1,2,2,2,0,
			2,2,1,1,1,1),6,6, byrow=TRUE)
b3=RVineMatrixCheck(A3)
print(b3)