penRvine (version 0.2)

order.vine,test.ind: Ordering the first level of the R-vine.

Description

Ordering the levels of the R-vine, depending on the pairwise cAIC- or kendells tau-values.

Usage

order.vine(help.env,test.ind=FALSE)
order.vine.level(tree,help.env)

Arguments

help.env

Containing all information, environment of vine()

test.ind

Deafult is FALSE, due to (n over 2) possible pair-copulas in the second level of a R-vine with n variables. If TRUE, testing of independence for each pair-copula in the second level of the R-vine is performed.

tree

Forthgoing tree, which used for estimating the next tree, only needed for level 3 and higher levels.

References

Nonparametric estimation of simplified vines: comparison of methods, Nagler N., Schellhase, C. and Czado, C. (2017) Dependence Modeling.