static void
rvine_set_weight(igraph_t *graph,
dml_vine_weight_t weight,
igraph_integer_t e,
const gsl_vector *x,
const gsl_vector *y,
const gsl_permutation *x_rank,
const gsl_permutation *y_rank)
{
double value;
dml_measure_t *measure;
// The weight is minimized.
measure = dml_measure_alloc(x, y);
measure->x_rank = gsl_permutation_alloc(x_rank->size);
gsl_permutation_memcpy(measure->x_rank, x_rank);
measure->y_rank = gsl_permutation_alloc(y_rank->size);
gsl_permutation_memcpy(measure->y_rank, y_rank);
switch (weight) {
case DML_VINE_WEIGHT_TAU:
value = 1 - fabs(dml_measure_tau_coef(measure));
break;
case DML_VINE_WEIGHT_CVM:
value = measure->x->size - dml_measure_cvm_stat(measure);
break;
default:
value = 0;
break;
}
SETEAN(graph, "weight", e, value);
SETEAP(graph, "measure", e, measure);
}
int main() {
igraph_t g, g2;
FILE *ifile;
igraph_vector_t gtypes, vtypes, etypes;
igraph_strvector_t gnames, vnames, enames;
long int i;
igraph_vector_t y;
igraph_strvector_t id;
char str[20];
/* turn on attribute handling */
igraph_i_set_attribute_table(&igraph_cattribute_table);
ifile=fopen("LINKS.NET", "r");
if (ifile==0) {
return 10;
}
igraph_read_graph_pajek(&g, ifile);
fclose(ifile);
igraph_vector_init(>ypes, 0);
igraph_vector_init(&vtypes, 0);
igraph_vector_init(&etypes, 0);
igraph_strvector_init(&gnames, 0);
igraph_strvector_init(&vnames, 0);
igraph_strvector_init(&enames, 0);
igraph_cattribute_list(&g, &gnames, >ypes, &vnames, &vtypes,
&enames, &etypes);
/* List attribute names and types */
printf("Graph attributes: ");
for (i=0; i<igraph_strvector_size(&gnames); i++) {
printf("%s (%i) ", STR(gnames, i), (int)VECTOR(gtypes)[i]);
}
printf("\n");
printf("Vertex attributes: ");
for (i=0; i<igraph_strvector_size(&vnames); i++) {
printf("%s (%i) ", STR(vnames, i), (int)VECTOR(vtypes)[i]);
}
printf("\n");
printf("Edge attributes: ");
for (i=0; i<igraph_strvector_size(&enames); i++) {
printf("%s (%i) ", STR(enames, i), (int)VECTOR(etypes)[i]);
}
printf("\n");
print_attributes(&g);
/* Copying a graph */
igraph_copy(&g2, &g);
print_attributes(&g2);
igraph_destroy(&g2);
/* Adding vertices */
igraph_add_vertices(&g, 3, 0);
print_attributes(&g);
/* Adding edges */
igraph_add_edge(&g, 1, 1);
igraph_add_edge(&g, 2, 5);
igraph_add_edge(&g, 3, 6);
print_attributes(&g);
/* Deleting vertices */
igraph_delete_vertices(&g, igraph_vss_1(1));
igraph_delete_vertices(&g, igraph_vss_1(4));
print_attributes(&g);
/* Deleting edges */
igraph_delete_edges(&g, igraph_ess_1(igraph_ecount(&g)-1));
igraph_delete_edges(&g, igraph_ess_1(0));
print_attributes(&g);
/* Set graph attributes */
SETGAN(&g, "id", 10);
if (GAN(&g, "id") != 10) {
return 11;
}
SETGAS(&g, "name", "toy");
if (strcmp(GAS(&g, "name"), "toy")) {
return 12;
}
/* Delete graph attributes */
DELGA(&g, "id");
DELGA(&g, "name");
igraph_cattribute_list(&g, &gnames, 0,0,0,0,0);
if (igraph_strvector_size(&gnames) != 0) {
return 14;
}
/* Delete vertex attributes */
DELVA(&g, "x");
DELVA(&g, "shape");
DELVA(&g, "xfact");
DELVA(&g, "yfact");
igraph_cattribute_list(&g, 0,0, &vnames, 0,0,0);
if (igraph_strvector_size(&vnames) != 2) {
return 15;
}
/* Delete edge attributes */
igraph_cattribute_list(&g, 0,0,0,0,&enames,0);
i=igraph_strvector_size(&enames);
DELEA(&g, "hook1");
DELEA(&g, "hook2");
DELEA(&g, "label");
igraph_cattribute_list(&g, 0,0,0,0,&enames,0);
if (igraph_strvector_size(&enames) != i-3) {
return 16;
}
/* Set vertex attributes */
SETVAN(&g, "y", 0, -1);
SETVAN(&g, "y", 1, 2.1);
if (VAN(&g, "y", 0) != -1 ||
VAN(&g, "y", 1) != 2.1) {
return 17;
}
SETVAS(&g, "id", 0, "foo");
SETVAS(&g, "id", 1, "bar");
if (strcmp(VAS(&g, "id", 0), "foo") ||
strcmp(VAS(&g, "id", 1), "bar")) {
return 18;
}
/* Set edge attributes */
SETEAN(&g, "weight", 2, 100.0);
SETEAN(&g, "weight", 0, -100.1);
if (EAN(&g, "weight", 2) != 100.0 ||
EAN(&g, "weight", 0) != -100.1) {
return 19;
}
SETEAS(&g, "color", 2, "RED");
SETEAS(&g, "color", 0, "Blue");
if (strcmp(EAS(&g, "color", 2), "RED") ||
strcmp(EAS(&g, "color", 0), "Blue")) {
return 20;
}
/* Set vector attributes as vector */
igraph_vector_init(&y, igraph_vcount(&g));
igraph_vector_fill(&y, 1.23);
SETVANV(&g, "y", &y);
igraph_vector_destroy(&y);
for (i=0; i<igraph_vcount(&g); i++) {
if (VAN(&g, "y", i) != 1.23) {
return 21;
}
}
igraph_vector_init_seq(&y, 0, igraph_vcount(&g)-1);
SETVANV(&g, "foobar", &y);
igraph_vector_destroy(&y);
for (i=0; i<igraph_vcount(&g); i++) {
if (VAN(&g, "foobar", i) != i) {
return 22;
}
}
igraph_strvector_init(&id, igraph_vcount(&g));
for (i=0; i<igraph_vcount(&g); i++) {
snprintf(str, sizeof(str)-1, "%li", i);
igraph_strvector_set(&id, i, str);
}
SETVASV(&g, "foo", &id);
igraph_strvector_destroy(&id);
for (i=0; i<igraph_vcount(&g); i++) {
printf("%s ", VAS(&g, "foo", i));
}
printf("\n");
igraph_strvector_init(&id, igraph_vcount(&g));
for (i=0; i<igraph_vcount(&g); i++) {
snprintf(str, sizeof(str)-1, "%li", i);
igraph_strvector_set(&id, i, str);
}
SETVASV(&g, "id", &id);
igraph_strvector_destroy(&id);
for (i=0; i<igraph_vcount(&g); i++) {
printf("%s ", VAS(&g, "id", i));
}
printf("\n");
/* Set edge attributes as vector */
igraph_vector_init(&y, igraph_ecount(&g));
igraph_vector_fill(&y, 12.3);
SETEANV(&g, "weight", &y);
igraph_vector_destroy(&y);
for (i=0; i<igraph_ecount(&g); i++) {
if (EAN(&g, "weight", i) != 12.3) {
return 23;
}
}
igraph_vector_init_seq(&y, 0, igraph_ecount(&g)-1);
SETEANV(&g, "foobar", &y);
igraph_vector_destroy(&y);
for (i=0; i<igraph_ecount(&g); i++) {
if (VAN(&g, "foobar", i) != i) {
return 24;
}
}
igraph_strvector_init(&id, igraph_ecount(&g));
for (i=0; i<igraph_ecount(&g); i++) {
snprintf(str, sizeof(str)-1, "%li", i);
igraph_strvector_set(&id, i, str);
}
SETEASV(&g, "foo", &id);
igraph_strvector_destroy(&id);
for (i=0; i<igraph_ecount(&g); i++) {
printf("%s ", EAS(&g, "foo", i));
}
printf("\n");
igraph_strvector_init(&id, igraph_ecount(&g));
for (i=0; i<igraph_ecount(&g); i++) {
snprintf(str, sizeof(str)-1, "%li", i);
igraph_strvector_set(&id, i, str);
}
SETEASV(&g, "color", &id);
igraph_strvector_destroy(&id);
for (i=0; i<igraph_ecount(&g); i++) {
printf("%s ", EAS(&g, "color", i));
}
printf("\n");
/* Delete all remaining attributes */
DELALL(&g);
igraph_cattribute_list(&g, &gnames, >ypes, &vnames, &vtypes, &enames, &etypes);
if (igraph_strvector_size(&gnames) != 0 ||
igraph_strvector_size(&vnames) != 0 ||
igraph_strvector_size(&enames) != 0) {
return 25;
}
/* Destroy */
igraph_vector_destroy(>ypes);
igraph_vector_destroy(&vtypes);
igraph_vector_destroy(&etypes);
igraph_strvector_destroy(&gnames);
igraph_strvector_destroy(&vnames);
igraph_strvector_destroy(&enames);
igraph_destroy(&g);
return 0;
}
static void
rvine_trees_to_vine(dml_vine_t *vine, igraph_t **trees)
{
size_t n = vine->dim;
size_t *order_inv;
gsl_vector_short *B;
igraph_integer_t Cea, Ceb;
size_t x = 0, x_hat = 0, x_hat_hat = 0; // Initialized to avoid GCC warnings.
dml_copula_t *copula = NULL; // Initialized to avoid GCC warnings.
igraph_integer_t e; // Edge id.
igraph_integer_t a, b, aa, ab, ba, bb; // Vertex id.
igraph_t **last_trees = NULL;
igraph_t *graph = NULL;
gsl_vector_short *Ue, *Ua, *Ub;
// Set the number of trees of the vines.
vine->trees = n - 1;
while (trees[vine->trees - 1] == NULL) vine->trees--;
// Nothing to do for vines without trees.
if (vine->trees == 0) return;
// Selecting a structure for the trees that were truncated.
// Is this really necessary? Think a better solution.
if (vine->trees != n - 1) {
igraph_i_set_attribute_table(&igraph_cattribute_table);
last_trees = g_malloc_n(n - 1 - vine->trees, sizeof(igraph_t *));
graph = g_malloc(sizeof(igraph_t));
for (size_t k = vine->trees; k < n - 1; k++) { // Tree index.
igraph_empty(graph, n - k, IGRAPH_UNDIRECTED);
// Adding all "possible" edges.
for (a = 0; a < igraph_vcount(graph) - 1; a++) {
for (b = a + 1; b < igraph_vcount(graph); b++) {
// Checking the proximity condition.
igraph_edge(k <= vine->trees ? trees[k - 1] : last_trees[k - 1 - vine->trees], a, &aa, &ab);
igraph_edge(k <= vine->trees ? trees[k - 1] : last_trees[k - 1 - vine->trees], b, &ba, &bb);
if (aa == ba || aa == bb || ab == ba || ab == bb) {
igraph_add_edge(graph, a, b);
igraph_get_eid(graph, &e, a, b, IGRAPH_UNDIRECTED, 1);
// Variables "connected" by this edge and conditioned set.
Ua = EAP(k <= vine->trees ? trees[k - 1] : last_trees[k - 1 - vine->trees], "Ue", a);
Ub = EAP(k <= vine->trees ? trees[k - 1] : last_trees[k - 1 - vine->trees], "Ue", b);
Ue = gsl_vector_short_calloc(n);
for (size_t i = 0; i < n; i++) {
gsl_vector_short_set(Ue, i,
gsl_vector_short_get(Ua, i)
| gsl_vector_short_get(Ub, i));
if (gsl_vector_short_get(Ua, i)
&& !gsl_vector_short_get(Ub, i)) {
SETEAN(graph, "Cea", e, i + 1);
}
if (gsl_vector_short_get(Ub, i)
&& !gsl_vector_short_get(Ua, i)) {
SETEAN(graph, "Ceb", e, i + 1);
}
}
SETEAP(graph, "Ue", e, Ue);
}
}
}
// Compute the minimum weight spanning tree.
last_trees[k - vine->trees] = g_malloc(sizeof(igraph_t));
igraph_minimum_spanning_tree_unweighted(graph, last_trees[k - vine->trees]);
igraph_destroy(graph);
}
}
order_inv = g_malloc0_n(n, sizeof(size_t));
B = gsl_vector_short_calloc(n);
// for loop in line 2.
for (size_t i = 0; i < n - 1; i++) {
if (trees[n - i - 2] == NULL) {
for (e = 0; e < igraph_ecount(last_trees[n - i - 2 - vine->trees]); e++) {
x = EAN(last_trees[n - i - 2 - vine->trees], "Cea", e);
x_hat = EAN(last_trees[n - i - 2 - vine->trees], "Ceb", e);
if (!gsl_vector_short_get(B, x - 1)
&& !gsl_vector_short_get(B, x_hat - 1)) {
x_hat = 0;
copula = NULL;
break;
}
}
} else {
for (e = 0; e < igraph_ecount(trees[n - i - 2]); e++) {
x = EAN(trees[n - i - 2], "Cea", e);
x_hat = EAN(trees[n - i - 2], "Ceb", e);
if (!gsl_vector_short_get(B, x - 1)
&& !gsl_vector_short_get(B, x_hat - 1)) {
copula = EAP(trees[n - i - 2], "copula", e);
break;
}
}
}
// Line 4.
gsl_vector_short_set(B, x - 1, 1);
vine->order[n - i - 1] = x - 1;
order_inv[x - 1] = n - i;
vine->matrix[i][i] = x;
vine->matrix[i + 1][i] = x_hat;
vine->copulas[i + 1][i] = copula;
// for loop in line 5.
for (size_t k = i + 2; k < n; k++) {
if (trees[n - k - 1] != NULL) {
for (e = 0; e < igraph_ecount(trees[n - k - 1]); e++) {
Cea = EAN(trees[n - k - 1], "Cea", e);
Ceb = EAN(trees[n - k - 1], "Ceb", e);
if (x == Cea) {
x_hat_hat = Ceb;
if (!gsl_vector_short_get(B, x_hat_hat - 1)) {
// The pseudocode of the algorithm does not included
// this check. Invalid matrices were generated when
// x_hat_hat is set to an index already assigned
// to a diagonal entry.
copula = EAP(trees[n - k - 1], "copula", e);
break;
}
} else if (x == Ceb) {
x_hat_hat = Cea;
if (!gsl_vector_short_get(B, x_hat_hat - 1)) {
// Ibdem to the previous comment.
copula = EAP(trees[n - k - 1], "copula", e);
break;
}
}
}
vine->matrix[k][i] = x_hat_hat;
vine->copulas[k][i] = copula;
}
}
}
for (size_t i = 0; i < n; i++) {
if (!gsl_vector_short_get(B, i)) {
vine->matrix[n - 1][n - 1] = i + 1;
vine->order[0] = i;
order_inv[i] = 1;
break;
}
}
// Reorder the variables. The simulation algorithm assumes that the
// diagonal entries of the R-vine matrix are ordered from n to 1.
for (size_t i = 0; i < n; i++) {
for (size_t j = 0; j <= i; j++) {
if (vine->matrix[i][j] > 0) {
vine->matrix[i][j] = order_inv[vine->matrix[i][j] - 1];
}
}
}
if (vine->trees != n - 1) {
for (size_t i = 0; i < n - 1 - vine->trees; i++) {
for (e = 0; e < igraph_ecount(last_trees[i]); e++) {
Ue = EAP(last_trees[i], "Ue", e);
gsl_vector_short_free(Ue);
}
DELEA(last_trees[i], "Ue");
igraph_destroy(last_trees[i]);
g_free(last_trees[i]);
}
g_free(last_trees);
g_free(graph);
}
g_free(order_inv);
gsl_vector_short_free(B);
}
static void
fit_rvine_trees(igraph_t **trees,
const gsl_matrix *data,
const dml_vine_weight_t weight,
const dml_vine_trunc_t trunc,
const dml_copula_indeptest_t indeptest,
const double indeptest_level,
const dml_copula_type_t *types,
const size_t types_size,
const dml_copula_select_t select,
const gsl_rng *rng)
{
size_t m, n;
igraph_t *graph;
igraph_vector_t *graph_weight;
dml_copula_t *copula;
gsl_vector *x;
igraph_integer_t e; // Edge id.
igraph_integer_t a, aa, ab, b, ba, bb; // Vertex id.
gsl_vector *u = NULL, *v = NULL;
igraph_integer_t Cea, Ceb;
gsl_vector_short *Ue, *Ua, *Ub;
size_t k;
dml_measure_t *measure;
double tree_aic, copula_aic;
gsl_permutation *perm, *rank, *u_rank = NULL, *v_rank = NULL;
igraph_i_set_attribute_table(&igraph_cattribute_table);
m = data->size1;
n = data->size2;
graph = g_malloc(sizeof(igraph_t));
graph_weight = g_malloc(sizeof(igraph_vector_t));
perm = gsl_permutation_alloc(m);
for (k = 0; k < n - 1; k++) { // Tree index.
if (k == 0) {
igraph_full(graph, n, IGRAPH_UNDIRECTED, IGRAPH_NO_LOOPS);
// Assign the observations to the nodes.
for (size_t i = 0; i < n; i++) { // Variable and node index.
x = gsl_vector_alloc(m);
gsl_matrix_get_col(x, data, i);
// Results of the h-function of the copula assigned to the
// edge that corresponds to this vertex in the previous tree.
// h for the h-function with its arguments in order and
// hrev for the h-function with its arguments reversed. In the
// first tree both are equal to the observations of the
// corresponding variable, in the rest of the trees they differ.
SETVAP(graph, "h", i, x);
SETVAP(graph, "hrev", i, x);
gsl_sort_vector_index(perm, x);
rank = gsl_permutation_alloc(m);
gsl_permutation_inverse(rank, perm);
// Ranks of the h and hrev vectors.
SETVAP(graph, "hrank", i, rank);
SETVAP(graph, "hrevrank", i, rank);
}
for (e = 0; e < igraph_ecount(graph); e++) {
igraph_edge(graph, e, &a, &b);
// Variables "connected" by this edge.
Ue = gsl_vector_short_calloc(n);
gsl_vector_short_set(Ue, a, 1);
gsl_vector_short_set(Ue, b, 1);
SETEAP(graph, "Ue", e, Ue);
// Conditioned set.
SETEAN(graph, "Cea", e, a + 1);
SETEAN(graph, "Ceb", e, b + 1);
Cea = EAN(graph, "Cea", e);
Ceb = EAN(graph, "Ceb", e);
// Calculate the weight of the edge.
u = VAP(graph, "h", a);
v = VAP(graph, "h", b);
u_rank = VAP(graph, "hrank", a);
v_rank = VAP(graph, "hrank", b);
// The conditioned set is ordered to make the order of the
// arguments in the bivariate copulas unique as suggested in
// Czado, C. (2010) Pair-Copula Constructions of Multivariate
// Copulas. In Jaworski, P. and Durante, F. and Hardle, W. K.
// and Rychlik, T. (eds.) Copula Theory and Its Applications,
// Springer-Verlag, 93-109.
if (Cea < Ceb) {
rvine_set_weight(graph, weight, e, u, v, u_rank, v_rank);
} else {
rvine_set_weight(graph, weight, e, v, u, v_rank, u_rank);
}
}
} else {
igraph_empty(graph, n - k, IGRAPH_UNDIRECTED);
// Adding all "possible" edges.
for (a = 0; a < igraph_vcount(graph) - 1; a++) {
for (b = a + 1; b < igraph_vcount(graph); b++) {
igraph_edge(trees[k - 1], a, &aa, &ab);
igraph_edge(trees[k - 1], b, &ba, &bb);
// Checking the proximity condition.
if (aa == ba || aa == bb || ab == ba || ab == bb) {
igraph_add_edge(graph, a, b);
igraph_get_eid(graph, &e, a, b, IGRAPH_UNDIRECTED, 1);
// Variables "connected" by this edge and conditioned set.
Ua = EAP(trees[k - 1], "Ue", a);
Ub = EAP(trees[k - 1], "Ue", b);
Ue = gsl_vector_short_calloc(n);
for (size_t i = 0; i < n; i++) {
gsl_vector_short_set(Ue, i,
gsl_vector_short_get(Ua, i)
| gsl_vector_short_get(Ub, i));
if (gsl_vector_short_get(Ua, i)
&& !gsl_vector_short_get(Ub, i)) {
SETEAN(graph, "Cea", e, i + 1);
}
if (gsl_vector_short_get(Ub, i)
&& !gsl_vector_short_get(Ua, i)) {
SETEAN(graph, "Ceb", e, i + 1);
}
}
SETEAP(graph, "Ue", e, Ue);
}
}
}
// Compute pseudo-observations and edge weights.
for (a = 0; a < igraph_vcount(graph); a++) {
// See the comment in the code for the first tree.
SETVAP(graph, "h", a, NULL);
SETVAP(graph, "hrev", a, NULL);
SETVAP(graph, "hrank", a, NULL);
SETVAP(graph, "hrevrank", a, NULL);
}
for (e = 0; e < igraph_ecount(graph); e++) {
igraph_edge(graph, e, &a, &b);
Cea = EAN(graph, "Cea", e);
Ceb = EAN(graph, "Ceb", e);
// Assign u and u_rank.
if ((Cea == EAN(trees[k - 1], "Cea", a)
&& (EAN(trees[k - 1], "Cea", a)
< EAN(trees[k - 1], "Ceb", a)))
|| (Cea != EAN(trees[k - 1], "Cea", a)
&& (EAN(trees[k - 1], "Cea", a)
> EAN(trees[k - 1], "Ceb", a)))) {
u = VAP(graph, "h", a);
if (u == NULL) {
copula = EAP(trees[k - 1], "copula", a);
measure = EAP(trees[k - 1], "measure", a);
u = gsl_vector_alloc(m);
dml_copula_h(copula, measure->x, measure->y, u);
SETVAP(graph, "h", a, u);
gsl_sort_vector_index(perm, u);
rank = gsl_permutation_alloc(m);
gsl_permutation_inverse(rank, perm);
SETVAP(graph, "hrank", a, rank);
}
u_rank = VAP(graph, "hrank", a);
}
if ((Cea == EAN(trees[k - 1], "Cea", a)
&& (EAN(trees[k - 1], "Cea", a)
> EAN(trees[k - 1], "Ceb", a)))
|| (Cea != EAN(trees[k - 1], "Cea", a)
&& (EAN(trees[k - 1], "Cea", a)
< EAN(trees[k - 1], "Ceb", a)))) {
u = VAP(graph, "hrev", a);
if (u == NULL) {
copula = EAP(trees[k - 1], "copula", a);
measure = EAP(trees[k - 1], "measure", a);
u = gsl_vector_alloc(m);
dml_copula_h(copula, measure->y, measure->x, u);
SETVAP(graph, "hrev", a, u);
gsl_sort_vector_index(perm, u);
rank = gsl_permutation_alloc(m);
gsl_permutation_inverse(rank, perm);
SETVAP(graph, "hrevrank", a, rank);
}
u_rank = VAP(graph, "hrevrank", a);
}
// Assign v and v_rank.
if ((Ceb == EAN(trees[k - 1], "Cea", b)
&& (EAN(trees[k - 1], "Cea", b)
< EAN(trees[k - 1], "Ceb", b)))
|| (Ceb != EAN(trees[k - 1], "Cea", b)
&& (EAN(trees[k - 1], "Cea", b)
> EAN(trees[k - 1], "Ceb", b)))) {
v = VAP(graph, "h", b);
if (v == NULL) {
copula = EAP(trees[k - 1], "copula", b);
measure = EAP(trees[k - 1], "measure", b);
v = gsl_vector_alloc(m);
dml_copula_h(copula, measure->x, measure->y, v);
SETVAP(graph, "h", b, v);
gsl_sort_vector_index(perm, v);
rank = gsl_permutation_alloc(m);
gsl_permutation_inverse(rank, perm);
SETVAP(graph, "hrank", b, rank);
}
v_rank = VAP(graph, "hrank", b);
}
if ((Ceb == EAN(trees[k - 1], "Cea", b)
&& (EAN(trees[k - 1], "Cea", b)
> EAN(trees[k - 1], "Ceb", b)))
|| (Ceb != EAN(trees[k - 1], "Cea", b)
&& (EAN(trees[k - 1], "Cea", b)
< EAN(trees[k - 1], "Ceb", b)))) {
v = VAP(graph, "hrev", b);
if (v == NULL) {
copula = EAP(trees[k - 1], "copula", b);
measure = EAP(trees[k - 1], "measure", b);
v = gsl_vector_alloc(m);
dml_copula_h(copula, measure->y, measure->x, v);
SETVAP(graph, "hrev", b, v);
gsl_sort_vector_index(perm, v);
rank = gsl_permutation_alloc(m);
gsl_permutation_inverse(rank, perm);
SETVAP(graph, "hrevrank", b, rank);
}
v_rank = VAP(graph, "hrevrank", b);
}
// Set the weight of the edge. The arguments are ordered here.
// The order determines the x and y fields of measure.
if (Cea < Ceb) {
rvine_set_weight(graph, weight, e, u, v, u_rank, v_rank);
} else {
rvine_set_weight(graph, weight, e, v, u, v_rank, u_rank);
}
}
}
// Compute the minimum weight spanning tree.
trees[k] = g_malloc(sizeof(igraph_t));
igraph_vector_init(graph_weight, igraph_ecount(graph));
EANV(graph, "weight", graph_weight);
igraph_minimum_spanning_tree_prim(graph, trees[k], graph_weight);
igraph_vector_destroy(graph_weight);
tree_aic = 0;
for (e = 0; e < igraph_ecount(trees[k]); e++) {
igraph_edge(trees[k], e, &a, &b);
Cea = EAN(trees[k], "Cea", e);
Ceb = EAN(trees[k], "Ceb", e);
measure = EAP(trees[k], "measure", e);
// Assign a bivariate copula to the edge.
if (Cea < Ceb) {
copula = dml_copula_select(measure->x, measure->y, measure,
indeptest, indeptest_level, types,
types_size, select, rng);
// Get information for the truncation of the vine.
if (trunc == DML_VINE_TRUNC_AIC) {
dml_copula_aic(copula, measure->x, measure->y, &copula_aic);
tree_aic += copula_aic;
}
} else {
copula = dml_copula_select(measure->y, measure->x, measure,
indeptest, indeptest_level, types,
types_size, select, rng);
// Get information for the truncation of the vine.
if (trunc == DML_VINE_TRUNC_AIC) {
dml_copula_aic(copula, measure->y, measure->x, &copula_aic);
tree_aic += copula_aic;
}
}
SETEAP(trees[k], "copula", e, copula);
}
igraph_destroy(graph);
// Check if the vine should be truncated.
if (trunc == DML_VINE_TRUNC_AIC && tree_aic >= 0) {
// Free the memory used for the last tree.
rvine_tree_cleanup(trees[k]);
for (e = 0; e < igraph_ecount(trees[k]); e++) {
copula = EAP(trees[k], "copula", e);
dml_copula_free(copula);
}
igraph_destroy(trees[k]);
g_free(trees[k]);
trees[k] = NULL;
break;
}
if (k > 0) rvine_tree_cleanup(trees[k - 1]);
}
// Cleanup the last tree if the vine was completely estimated.
// If the vine was truncated, the last tree will be freed in
// the function vine_fit_rvine, because the rvine_trees_to_vine
// function needs some attributes of its edges.
if (k == n - 1) {
rvine_tree_cleanup(trees[n - 2]);
}
g_free(graph_weight);
g_free(graph);
gsl_permutation_free(perm);
}
