simdvine: D-vine simulation helper function
In tscopula: Time Series Copula Models
simdvine 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.
tscopula documentation built on May 7, 2022, 5:06 p.m.
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.
| simdvine | 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.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.