Chimera: an atlas of regular vines on up to 8 nodes

Datacite citation style:
't Hart, Marcel; Morales Napoles, Oswaldo; Rajabi, Mojtaba; Torres Alves, Gina (2023): Chimera: an atlas of regular vines on up to 8 nodes. Version 5. 4TU.ResearchData. collection. https://doi.org/10.4121/c17b8790-dfd2-4394-854a-7d98fd254c15.v5
Other citation styles (APA, Harvard, MLA, Vancouver, Chicago, IEEE) available at Datacite

Vine copulas have become the standard tool for modelling complex probabilistic dependence. It has been shown that the

number of regular vines grows extremely quickly with the number of nodes. Chimera is the first attempt to map the vast space of

regular vines. No dataset containing all regular vines is available. The atlas of regular vines, Chimera, comprises all 24 4×4 matrices representing regular vines

on 4 nodes, 480 5×5 matrices representing regular vines on 5 nodes, 23,040 6×6 matrices representing regular vines on 6

nodes, 2,580,480 7×7 matrices representing regular vines on 7 nodes and 660,602,880 8×8 matrices representing regular

vines on 8 nodes. Regular vines in Chimera are classified according to their tree-equivalence class. All regular vines were fitted to synthetic data to demonstrate the potential of Chimera. It provides thus a tool for researchers to navigate this vast space in an orderly fashion.

This datacollection contains vine matrices in for matlab Python, R and matlab format

history
  • 2023-04-11 first online
  • 2023-04-28 published, posted
publisher
4TU.ResearchData
organizations
TU Delft, Faculty of Civil Engineering and Geosciences, Department of Hydraulic Engineering

DATASETS