sim.Dvine: Flexible Pair-Copula Estimation in D-vines with Penalized...
In penDvine: Flexible Pair-Copula Estimation in D-Vines using Bivariate Penalized Splines
Description
Usage
Arguments
Value
Author(s)
References
Description
Simulating a p-dimensional vector of the fitted
p-dimensional D-vine.
Usage
1
Arguments
DV
object of class 'penDvine', result of 'Dvine'.
N
Number of simulated p-dimensional pairs from the fitted
D-vine 'DV'.
Value
The returing values are simulated values of the current Dvine.
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
References
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized
Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).
penDvine documentation built on May 2, 2019, 1:06 p.m.
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Description Usage Arguments Value Author(s) References
Description
Simulating a p-dimensional vector of the fitted p-dimensional D-vine.
Usage
1 |
Arguments
DV |
object of class 'penDvine', result of 'Dvine'. |
N |
Number of simulated p-dimensional pairs from the fitted D-vine 'DV'. |
Value
The returing values are simulated values of the current Dvine.
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
References
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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