RVineStructure.simulate

RVineStructure.simulate(d: int, natural_order: bool = False, seeds: collections.abc.Sequence[int] = []) → pyvinecopulib.core.RVineStructure

Randomly sample a regular vine structure.

Simulates from a uniform distribution over all R-vine structures on d variables

Implementation of Algorithm 13 in Harry Joe’s 2014 book (p. 288), but there’s a typo: the end of line 6 in the book should be ‘column j’ instead of ‘column k’.

Parameters:

dint

The dimension.

natural_orderbool

Should the sampled structure be in natural order?

seedslist of int

Seeds of the random number generator; if empty (default), the random number generator is seeded randomly.