speed-up of RVineMatrix by not calling BiCop for the independence copula #29
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OK, so the idea is to speed-up RVineMatrix by not calling the constructor BiCop for the independence copula. It's quite useful for e.g. truncated vines in high dimensions! |
tnagler
requested changes
Dec 9, 2016
| utds[sel] <- sapply(objlst, function(x) x$taildep$upper) | ||
| ltds[sel] <- sapply(objlst, function(x) x$taildep$lower) | ||
| bets[sel] <- sapply(objlst, function(x) x$beta) | ||
| taus[sel] <- sapply(objlst, function(x) { |
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The code could be a little cleaner. Something like
taus[sel] <- vapply(objlst, function(x) ifelse(inherits(x, "BiCop"), x$tau, 0), numeric(1))
tnagler
approved these changes
Dec 10, 2016
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