Chimera: a database with regular vine matrices on 4 to 8 nodes

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.