A_G_convert: Convert between G-Vine array and Traditional Vine Array
In vincenzocoia/copsupp: Vine Copulas made easy

A G-Vine array is achieved by moving the variables in a (possibly truncated) vine array to the top row.

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AtoG(A)

GtoA(G)

`A`	Traditional vine array
`G`	G-vine array

AtoG converts a vine array to a convenient vine array. GtoA converts a convenient vine array to a vine array.

These converters are intended to be used internally.

A vine array or convenient vine array

This form of array is "convenient" because truncated vines can be respresented by truncating the bottom rows of the matrix.

vincenzocoia/copsupp documentation built on Aug. 23, 2020, 7:37 a.m.

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