VineCopula (version 1.3)

RVineMatrixNormalize: Permute the variables to achieve a natural ordering

Description

A RVineMatrix is permuted to achieve a natural ordering (i.e. diag(RVM$Matrix)==d:1)

Usage

RVineMatrixNormalize(RVM)

Arguments

RVM

RVineMatrix defining the R-vine structure

Value

• RVM
  A RVineMatrix in natural ordering with entries in RVM$names keeping track of the reordering

Examples

Matrix = matrix(c(5,2,3,1,4,
                  0,2,3,4,1,
                  0,0,3,4,1,
                  0,0,0,4,1,
                  0,0,0,0,1),5,5)
family = matrix(1,5,5)

par = matrix(c(0,0.2,0.9,0.5,0.8,
               0,  0,0.1,0.6,0.9,
               0,  0,  0,0.7,0.5,
               0,  0,  0,  0,0.8,
               0,  0,  0,  0,  0),5,5)

# define RVineMatrix object
RVM = RVineMatrix(Matrix,family,par)

# normalise the RVine
RVineMatrixNormalize(RVM)