DVineStructure.from_struct_array

DVineStructure.from_struct_array(order: collections.abc.Sequence[int], struct_array: collections.abc.Sequence[collections.abc.Sequence[int]], natural_order: bool = False, check: bool = True) → pyvinecopulib.core.RVineStructure

Instantiates from the variable order (diagonal elements of the R-vine array) and a triangular structure array (elements above the diagonal).

Parameters:

orderlist of int

The order of variables (diagonal entries in the R-vine array); must be a permutation of 1, …, d.

struct_arrayndarray of int

The structure array (all elements above the diagonal in the R-vine array). For truncated vines, all rows below the truncation level are omitted.

natural_orderbool

Whether struct_array is already in natural order.

checkbool

Whether order and struct_array shall be checked for validity.

Notes

The triangular array is represented in Python as a nested list indexed [tree][edge], where tree i holds d - 1 - i entries.