Transform D-Vine to R-Vine Structure
This function transforms a D-vine structure from the package CDVine to the corresponding R-vine structure.
D2RVine(order, family, par, par2 = rep(0, length(family)))
order |
A d-dimensional vector specifying the order of the nodes in the D-vine. |
family |
A d*(d-1)/2 vector of pair-copula families with values |
par |
A d*(d-1)/2 vector of pair-copula parameters. |
par2 |
A d*(d-1)/2 vector of second pair-copula parameters (optional;
default: |
An RVineMatrix() object.
Ulf Schepsmeier
# set up D-vine copula model with mixed pair-copulas d <- 4 dd <- d*(d-1)/2 order <- 1:d family <- c(1, 2, 3, 4, 7, 3) par <- c(0.5, 0.4, 2, 1.5, 1.2, 1.5) par2 <- c(0, 5, 0, 0, 2, 0) # transform to R-vine matrix notation RVM <- D2RVine(order, family, par, par2)
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