dataset {CDVineCopulaConditional} | R Documentation |
A random dataset simulated from a given 5-dimensional vine copula model.
dataset
$data
An 1000 x 5
data set (format data.frame
) with the uniform
variables (U1,U2,U3,U4,U5)
.
$vine
RVineMatrix
object defyining the vine copula model from where $data
was sampled.
Emanuele Bevacqua
# Load data
data(dataset)
# Extract data
data <- dataset$data
plot(data)
# Extract the RVineMatrix object from where the dataset was randomly sampled
vine <- dataset$vine
vine$Matrix
vine$family
vine$par
vine$par2
summary(vine)