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]