VineCopulaFactory: Rotation flag

Author: jschueller

lib/src/VineCopulaFactory.cxx

@@ -76,6 +76,7 @@ Distribution VineCopulaFactory::build(const Sample & sample) const
     };
   }
   vinecopulib::FitControlsVinecop controls(family_set);
+  controls.set_allow_rotations(allowRotations_);
   p_vinecop->select(data, controls);
 
   if (native_)
@@ -151,4 +152,9 @@ void VineCopulaFactory::setNative(const Bool native)
   native_ = native;
 }
 
+void VineCopulaFactory::setAllowRotations(const OT::Bool allowRotations)
+{
+  allowRotations_ = allowRotations;
+}
+
 } /* namespace OTVINE */

lib/src/otvine/VineCopulaFactory.hxx

@@ -59,9 +59,11 @@ public:
   void load(OT::Advocate & adv) override;
 
   void setNative(const OT::Bool native);
+  void setAllowRotations(const OT::Bool allowRotations);
 private:
 
   OT::Bool native_ = false;
+  OT::Bool allowRotations_ = true;
 }; /* class VineCopulaFactory */
 
 } /* namespace OTVINE */

python/src/VineCopulaFactory_doc.i

@@ -22,4 +22,14 @@ https://www.math.cit.tum.de/math/forschung/gruppen/statistics/vine-copula-models
 Parameters
 ----------
 native : bool
-    Whether to use only known parametric copulas."
+    Whether to use only known parametric copulas."
+
+// ---------------------------------------------------------------------
+
+%feature("docstring") OTVINE::VineCopulaFactory::setAllowRotations
+"Allowed rotations flag accessor.
+
+Parameters
+----------
+allowRotations : bool
+    Whether to allow rotations."