Internal API

The names on this page are implementation details and may change without a deprecation cycle. User code should prefer the public API.

VineCopulas._compile_standard_rvine Method

_compile_standard_rvine(vc)

Compile a standard (order, struct_array) R-vine into a DAG of conditional states. An edge (a,b | D) consumes states (a|D) and (b|D) and produces (a|D∪{b}) and (b|D∪{a}).

This representation is label-invariant and therefore remains correct for non-identity variable orders.

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VineCopulas._kendall_tau_b Method

_kendall_tau_b(x, y)

O(n log n) Kendall tau-b. Ties in x are handled by querying all observations in an x-tie block before inserting that block into the Fenwick tree.

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VineCopulas._max_weight_hamiltonian_path Method

_max_weight_hamiltonian_path(W)

Held-Karp dynamic programming for the maximum-weight Hamiltonian path. This is exact and is used only below exact_order_max.

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