D-vines

A D-vine is based on a path order. In a D-vine, tree k connects variables that are k steps apart in the path.

For DVineCopula(order, edges), the entry edges[k][i] represents

Pair-copula coordinates are (left, right).

using VineCopulas

C12 = GaussianCopula([1.0 0.5; 0.5 1.0])
C23 = ClaytonCopula(2, 2.0)
C13_2 = FrankCopula(2, 3.0)

dv = DVineCopula([1, 2, 3], [[C12, C23], [C13_2]])
(order(dv), truncation(dv), length(edges(dv)))

((1, 2, 3), 2, 2)

D-vines support density evaluation, simulation, Rosenblatt transforms, inverse Rosenblatt transforms, and truncation.