five

Chimera - regular vines Python (4 to 8 nodes)

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DataCite Commons2023-04-28 更新2024-07-03 收录
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https://data.4tu.nl/datasets/905e1d81-6fc0-472a-91b3-000ec57454ff/1
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Vine copulas have become the standard tool for modelling complex probabilistic dependence. It has been shown that thenumber of regular vines grows extremely quickly with the number of nodes. Chimera is the first attempt to map the vast space ofregular vines. No dataset containing all regular vines is available. The atlas of regular vines, Chimera, comprises all 24 4×4 matrices representing regular vineson 4 nodes, 480 5×5 matrices representing regular vines on 5 nodes, 23,040 6×6 matrices representing regular vines on 6nodes, 2,580,480 7×7 matrices representing regular vines on 7 nodes and 660,602,880 8×8 matrices representing regularvines on 8 nodes. Regular vines in Chimera are classified according to their tree-equivalence class. All regular vines were fitted to synthetic data to demonstrate the potential of Chimera. It provides thus a tool for researchers to navigate this vast space in an orderly fashion.This dataset contain vine matrices in for Python <br>
提供机构:
4TU.ResearchData
创建时间:
2023-04-28
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