simdvine {tscopula}R Documentation

D-vine simulation helper function

Description

D-vine simulation helper function

Usage

simdvine(pc_list, n, innov, start)

Arguments

pc_list

a list of pair copulas.

n

number of data to be simulated.

innov

vector of innovations of length n.

start

vector of start values with length equal to order of process.

Value

a vector of length n.


[Package tscopula version 0.3.9 Index]