Research Article

Sequential Truncation of R-Vine Copula Mixture Model for High-Dimensional Datasets

Table 6

Summary of 2-levels truncated R-vine copula mixture models.

Edgew (SD)Type (1st) (SD)Type (2nd) (SD)

1st tree
0.202 (0.015)C3.082 (0.605) (0.356)Rot.C90 (0.039)
0.301 (0.063)F4.056 (0.390) (0.594)G3.004 (0.666) (0.464)
0.802 (0.014)J5.005 (0.677) (0.183)F (0.436)
0.301 (0.014)F7.085 (0.565) (0.575)Sur.G (0.154)

2nd tree
0.600 (0.030)G4.999 (0.799) (0.309)Ga0.497 (0.332) (0.039)
0.688 (0.062)F4.151 (0.398) (0.474)J2.912 (0.500) (0.464)
0.689 (0.064)Ga0.295 (0.191) (0.042)G3.006 (0.661) (0.436)

3rd tree
0 (0)
0 (0)

4th tree
0 (0)