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Bug in vinecop class #129

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tvatter opened this issue Jul 24, 2018 · 3 comments
Closed

Bug in vinecop class #129

tvatter opened this issue Jul 24, 2018 · 3 comments
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@tvatter
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tvatter commented Jul 24, 2018

# specify pair-copulas
bicop <- bicop_dist("bb1", 90, c(3, 2))
pcs <- list(
    list(bicop, bicop),  # pair-copulas in first tree 
    list(bicop)          # pair-copulas in second tree 
)

# specify R-vine matrix
mat <- matrix(c(1, 2, 3, 1, 2, 0, 1, 0, 0), 3, 3) 

# set up vine copula model
vc <- vinecop_dist(pcs, mat)

# simulate some data
u <- rvinecop(50, vc)

# estimate a vine copula model
fit <- vinecop(u, "par", trunc_lvl = 1)

# simulate from truncated model
rvinecop(50, fit)

# Error in vinecop_inverse_rosenblatt_cpp(U, vinecop) : 
#    size of pair_copulas[0] does not match dimension of matrix (3); expected size: 1, actual size: 2 
@tnagler
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tnagler commented Jul 24, 2018

ok, this needs to be fixed before the next release

@tnagler tnagler added the bug label Jul 24, 2018
@tvatter tvatter mentioned this issue Jul 24, 2018
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@tvatter
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tvatter commented Jul 24, 2018

Yeah, as part of the refactoring of the r-vine structures I think.

@tvatter
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tvatter commented Aug 4, 2018

Solved by #136

@tvatter tvatter closed this as completed Aug 4, 2018
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