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Vine matrix utilities refactored #18

Merged
merged 2 commits into from
Jan 20, 2017
Merged

Vine matrix utilities refactored #18

merged 2 commits into from
Jan 20, 2017

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tnagler
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@tnagler tnagler commented Jan 15, 2017

I did what was suggested in #17. The getters now compute the matrices directly. This adds a little overhead, but should be ok. They are only called once when evaluating pdf or simulating.

Also corrected construct_d_vine_matrix and added a test for it.

@tvatter tvatter merged commit 8f95be5 into vinecop-class Jan 20, 2017
@tvatter tvatter deleted the vine-matrix branch January 20, 2017 16:35
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