TorchVinecop.from_vinecop
- classmethod TorchVinecop.from_vinecop(cop, cache_integrals=True, device=None, dtype=torch.float64)
Lifts a fitted
Vinecopinto aTorchVinecop.Each pair copula is lifted via
from_bicop(), so the resulting cascade matches theVinecopevaluator to within bilinear-interpolation precision on the shared grid.- Parameters:
- copVinecop
A fitted
Vinecopwhose pair copulas are all TLL or independence families. Discrete variables are not supported.- cache_integralsbool, default=True
Forwarded to
from_bicop()for every pair copula.- devicetorch.device or None, default=None
Placement of the underlying tensors.
- dtypetorch.dtype, default=torch.float64
Precision of the underlying tensors.
- Returns:
- TorchVinecop
A
TorchVinecopmirroringcop.