TorchVinecop.from_structure

classmethod TorchVinecop.from_structure(structure=None, matrix=None, pair_copulas=[], var_types=[], *, device=None, dtype=torch.float64)

Builds a TorchVinecop from a structure (or matrix) and pair-copulas.

Parameters:

structureRVineStructure or None, default=None

Vine structure. Provide either this or matrix.

matrixndarray, shape (d, d), dtype int, or None, default=None

RVine structure matrix. Provide either this or structure.

pair_copulaslist of list of TorchBicop, default=[]

Indexed [tree][edge] with tree t containing d - 1 - t edges. An empty list fills every edge with the independence copula.

var_typeslist of str, default=[]

Per-variable types. Only "c" (continuous) is supported.

devicetorch.device or None, default=None

Placement of the independence pair copulas that fill missing edges.

dtypetorch.dtype, default=torch.float64

Precision of the underlying tensors.

Returns:

TorchVinecop

A TorchVinecop.