bootstrapfun: Bootstrap for the bivariate copula models
In HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit

Bootstrap for the bivariate copula models

1	bootstrapfun(Q, family, tau, n, df, max_iter, eps, HMM)

`Q`	Weights vector (1 x reg or component);
`family`	'gaussian' , 't' , 'clayton' , 'frank' , 'gumbel'
`tau`	Kendall's rank correlation
`n`	number of simulated vectors
`eps`	precision (e.g 0.00001);
`HMM`	1 (if HMM) , 0 (if mixture);
`DoF`	vector of degree of freedom (d x 1), only for the Student copula.
`n_sample`	number of bootstrap (e.g 1000);