rvine_structure_sim

rvine_matrix_sim

boolean; whether the structures should be in natural
order (counter-diagonal is <code>1:d</code>).

natural_order

Simulates from a uniform distribution over all R-vine structures on d
variables. <code>rvine_structure_sim()</code> returns an <code><a rd-options="=rvine_structure" href="/link/rvine_structure()?package=rvinecopulib&version=0.5.5.1.1&to=%3Drvine_structure" data-mini-rdoc="=rvine_structure::rvine_structure()">rvine_structure()</a></code> object,
<code>rvine_matrix_sim()</code> an <code><a rd-options="=rvine_matrix" href="/link/rvine_matrix()?package=rvinecopulib&version=0.5.5.1.1&to=%3Drvine_matrix" data-mini-rdoc="=rvine_matrix::rvine_matrix()">rvine_matrix()</a></code>.

Provides an interface to 'vinecopulib', a C++ library for vine
copula modeling. 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, and the ability to model discrete
variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only
C++ library (currently version 0.5.5). 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.

Thomas Nagler

rvinecopulib

High Performance Algorithms for Vine Copula Modeling

Thibault Vatter

rvine_structure_sim function

Simulates from a uniform distribution over all R-vine structures on d
variables. <code>rvine_structure_sim()</code> returns an <code><a rd-options='=rvine_structure' href='rvine_structure()'>rvine_structure()</a></code> object,
<code>rvine_matrix_sim()</code> an <code><a rd-options='=rvine_matrix' href='rvine_matrix()'>rvine_matrix()</a></code>.

rvine_structure_sim: Simulate R-vine structures

Description

Usage

Arguments

See Also

Examples