truncate_model

a <code>vinecop</code> or a <code>vine</code> object.

object

truncation level for the vine copula.

trunc_lvl

extract a truncated sub-vine based on truncation level supplied by user.

Provides an interface to 'vinecopulib', a C++ library for vine
copula modeling based on 'Boost' and 'Eigen'. The 'rvinecopulib'
package implements the core features of the popular 'VineCopula' package, in
particular inference algorithms for both vine copula and bivariate copula
models. Advantages over 'VineCopula' are a sleeker and more modern API,
improved performances, especially in high dimensions, nonparametric and
multi-parameter families. The 'rvinecopulib' package includes 'vinecopulib' as
header-only C++ library (currently version 0.2.8). Thus
users do not need to install 'vinecopulib' itself in order to use
'rvinecopulib'. Since their initial releases, 'vinecopulib' is licensed under
the MIT License, and 'rvinecopulib' is licensed under the GNU GPL version 3.

truncate_model: extract a truncated sub-vine based on truncation level supplied by user.

Description

Usage

Arguments