Comments (1)
A C-vine is a special case of an R-vine, so no contradiction here. It just means that the selected R-vine happens to be an C-vine.
For other data sets you might get "genuine" R-vines (i.e., not D- or C-vines), for example:
> set.seed(1)
> RVineStructureSelect(replicate(5, runif(50)))
R-vine copula with the following pair-copulas:
Tree 1:
4,2 Joe (par = 1.32, tau = 0.15)
4,3 Independence
5,1 Tawn type 1 (par = 3.26, par2 = 0.13, tau = 0.12)
5,4 Rotated Joe 90 degrees (par = -1.4, tau = -0.18)
Tree 2:
3,2;4 Independence
5,3;4 Independence
4,1;5 Independence
Tree 3:
5,2;3,4 Independence
1,3;5,4 t (par = -0.04, par2 = 3.06, tau = -0.02)
Tree 4:
1,2;5,3,4 Independence
---
1 <-> V1, 2 <-> V2, 3 <-> V3,
4 <-> V4, 5 <-> V5
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Related Issues (20)
- How to set up vine copula model with different margins in vine_dist() and a possible bug in rvinecoplib HOT 1
- Numerical stability for Gumbel copula with huge parameter HOT 1
- BiCopEst for boundary case HOT 9
- Small bug in RVineMLE HOT 1
- Vectorize parameters HOT 6
- familyset not working in RVineStructureSelect HOT 2
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- Error in uniroot...? HOT 2
- about choosing the variables of vine copula HOT 1
- Suggestion: Add a function that fits all copulas HOT 2
- about the RVineMLE$message HOT 11
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- how to modify the package RVineStructureSelect HOT 7
- Regarding the utilization of copula families HOT 2
- Calculating conditional probability using BiCopCDF HOT 8
- Is there a substitute function for CDVine:: CDVineSeqEst? HOT 2
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