Normalization of R-Vine Matrix
An RVineMatrix() is permuted to achieve a natural ordering (i.e.
diag(RVM$Matrix) == d:1)
RVineMatrixNormalize(RVM)
RVM |
|
RVM |
An |
Matrix <- matrix(c(5, 2, 3, 1, 4,
0, 2, 3, 4, 1,
0, 0, 3, 4, 1,
0, 0, 0, 4, 1,
0, 0, 0, 0, 1), 5, 5)
family <- matrix(1,5,5)
par <- matrix(c(0, 0.2, 0.9, 0.5, 0.8,
0, 0, 0.1, 0.6, 0.9,
0, 0, 0, 0.7, 0.5,
0, 0, 0, 0, 0.8,
0, 0, 0, 0, 0), 5, 5)
# define RVineMatrix object
RVM <- RVineMatrix(Matrix, family, par)
# normalise the RVine
RVineMatrixNormalize(RVM)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.