VineCopula (version 1.6-1)

RVineMatrixCheck: R-Vine Matrix Check

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)