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tnagler / VineCopula

Statistical inference of vine copulas
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RVineStructureSelect tree problem (RStudio Version 1.3.1073) #76

Closed hayet-ben-haj-hamida closed 3 years ago

hayet-ben-haj-hamida commented 3 years ago
with 4 variables, when we choose type= "C-Vine", the tree showed by RVineStructureSelect it not right tree edge family cop par par2 tau utd ltd
1 1,2 5 F 29.66 0.00 0.87 - -
1,3 5 F 27.41 0.00 0.86 - -
4,1 20 SBB8 6.00 0.86 0.64 - -
2 3,2;1 3 C 0.18 0.00 0.08 - 0.02
4,3;1 19 SBB7 1.04 0.34 0.16 0.13 0.05
3 4,2;3,1 2 t 0.07 20.94 0.05 0.00 0.00

type: C-vine logLik: 1097.97 AIC: -2177.94 BIC: -2149.45

Theorical : it must be as follow: 12;13;41 (tree 1); 42|1; 43|1 (tree 2); 23|14 (tree 3)