Research Article
Sequential Truncation of R-Vine Copula Mixture Model for High-Dimensional Datasets
Table 1
Summary of the two-component full R-vine copula mixture model.
| | | Edge | w | Type (1st) | | Type (2nd) | |
| | 1st tree | | | | 0.2 | C | 3 (0.6) | Rot.C90 | | | 0.3 | F | 4 (0.39) | G | 3 (0.67) | | 0.8 | J | 5 (0.68) | F | | | 0.3 | F | 7 (0.56) | Sur.G | () |
| | 2nd tree | | | | 0.6 | G | 5 (0.8) | Ga | 0.5 (0.33) | | 0.7 | F | 4 (0.39) | J | 3 (0.52) | | 0.7 | Ga | 0.3 (0.19) | G | 3 (0.67) |
| | 3rd tree | | | | 0.5 | F | 0.6 (0.07) | Ga | 0.8 (0.59) | | 0.3 | Ga | 0.5 (0.33) | Ga | 0.4 (0.26) |
| | 4th tree | | | | 0.7 | G | 3 (0.67) | C | 1.9 (0.49) |
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