2023
DOI: 10.1038/s41597-023-02252-6
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Chimera: An atlas of regular vines on up to 8 nodes

Abstract: Vine copulas have become the standard tool for modelling complex probabilistic dependence. It has been shown that the number of regular vines grows extremely quickly with the number of nodes. Chimera is the first attempt to map the vast space of regular vines. Software for operating with regular vines is available for R, matlab and Python. However, no dataset containing all regular vines is available. Our atlas of regular vines, Chimera, comprises all 24 4 × 4 matrices representing regular vines on 4 nodes, 48… Show more

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Cited by 7 publications
(1 citation statement)
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“…However for 8 variables or larger this tasks becomes computationally challenging. Recently a dataset containing all regular vine structures on up to 8 nodes (more than 660 million) has been presented in Morales-Napoles et al (2023). For larger dimensions the algorithm proposed in Dißmann et al (2013) and variations of it are mostly used.…”
Section: Vine Copulasmentioning
confidence: 99%
“…However for 8 variables or larger this tasks becomes computationally challenging. Recently a dataset containing all regular vine structures on up to 8 nodes (more than 660 million) has been presented in Morales-Napoles et al (2023). For larger dimensions the algorithm proposed in Dißmann et al (2013) and variations of it are mostly used.…”
Section: Vine Copulasmentioning
confidence: 99%