truncvinemat: Truncate a Vine Matrix

Description Usage Arguments Value Examples

View source: R/trunc.rvine.R

Description

Truncates a vine matrix (either the vine array, copmat, or cparmat). Intended for internal use.

Usage

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truncvinemat(mat, ntrunc, varray = TRUE, zero = 0)

Arguments

mat

Vine matrix

ntrunc

Integer; truncation level. Or vector for each column.

Value

A matrix, with the desired truncation.

Examples

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(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="")

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