rvine_structure_sim: Simulate R-vine structures

In rvinecopulib: High Performance Algorithms for Vine Copula Modeling

Simulate R-vine structures

Description

Simulates from a uniform distribution over all R-vine structures on d variables. rvine_structure_sim() returns an rvine_structure() object, rvine_matrix_sim() an rvine_matrix().

Usage

rvine_structure_sim(d, natural_order = FALSE)

rvine_matrix_sim(d, natural_order = FALSE)

Arguments

d	the number of variables
natural_order	boolean; whether the structures should be in natural order (counter-diagonal is 1:d).

See Also

rvine_structure(), rvine_matrix(), plot.rvine_structure(), plot.rvine_matrix()

Examples

rvine_structure_sim(10)

rvine_structure_sim(10, natural_order = TRUE)  # counter-diagonal is 1:d

rvine_matrix_sim(10)

rvinecopulib documentation built on March 7, 2023, 6:20 p.m.