Description Usage Arguments Value Examples
Truncates a vine matrix (either the vine array, copmat, or cparmat). Intended for internal use.
1 | truncvinemat(mat, ntrunc, varray = TRUE, zero = 0)
|
mat |
Vine matrix |
ntrunc |
Integer; truncation level. Or vector for each column. |
A matrix, with the desired truncation.
1 2 3 4 5 | (G <- AtoG(CopulaModel::Dvinearray(6)))
truncvinemat(G, 3)
copmat <- makevinemat("frk", rep("frk", 2), rep("frk", 3), rep("frk", 4), zerocol=T)
truncvinemat(copmat, c(0, 1, 0, 3, 1), varray=FALSE, zero="")
|
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