Simulate R-vine structures — rvine_structure_sim • rvinecopulib
Description: Simulates from a uniform distribution over all R-vine structures on d variables. rvine_structure_sim() returns an rvine_structure() object, rvine_matrix_sim() an rvine_matrix().

# Simulate R-vine structures

Source: `R/rvine_structure.R`
`rvine_structure_sim.Rd`

Simulates from a uniform distribution over all R-vine structures on d variables. `rvine_structure_sim()` returns an `rvine_structure()` object, `rvine_matrix_sim()` an `rvine_matrix()`.

    rvine_structure_sim(d, natural_order = FALSE)

    rvine_matrix_sim(d, natural_order = FALSE)

## Arguments

d

  the number of variables

natural_order

  boolean; whether the structures should be in natural order (counter-diagonal is `1:d`).

## See also

`rvine_structure()`, `rvine_matrix()`, `plot.rvine_structure()`, `plot.rvine_matrix()`

## Examples

    rvine_structure_sim(10)
    #> 10-dimensional R-vine structure ('rvine_structure')
    #> 10  6  5  6  6  6  7  6  6  6
    #>  6  1  6  7  7  5  6  7  7
    #>  5  7 10  5  5  7  5  5
    #>  7  5  7 10  4  4  4
    #>  4 10  4  4 10 10
    #>  1  4  9  9  9
    #>  9  9  1  1
    #>  2  2  2
    #>  8  8
    #>  3

    rvine_structure_sim(10, natural_order = TRUE)  # counter-diagonal is 1:d
    #> 10-dimensional R-vine structure ('rvine_structure')
    #>  5  8  6  8 10  8 10 10 10 10
    #> 10 10  8 10  9 10  9  9  9
    #>  9  9 10  9  8  9  8  8
    #>  8  5  9  7  7  7  7
    #>  7  7  7  6  6  6
    #>  6  6  5  5  5
    #>  4  4  4  4
    #>  3  3  3
    #>  2  2
    #>  1

    rvine_matrix_sim(10)
    #> 10-dimensional R-vine matrix ('rvine_matrix')
    #> 10  8 10  8  9  8 10 10 10 10
    #>  8 10  8 10 10 10  8  8  8
    #>  9  6  3  6  8  3  3  3
    #>  3  7  6  3  3  9  9
    #>  6  3  9  9  6  6
    #>  2  9  1  1  1
    #>  1  1  7  7
    #>  7  2  2
    #>  4  4
    #>  5