rrvine: Simulate from a Regular Vine

In vincenzocoia/copsupp: Vine Copulas made easy

Description

Simulate from a Regular Vine. Essentially a wrapper for rvinesimvec2. NOTE: Marginals not working yet, so data are marginally Uniform.

Usage

rrvine(n, rv, iprint = FALSE)

Arguments

n	Number of observations to generate
rv	Regular vine object, complete.
iprint	Logical, as in rvinesimvec2, which says "print flag for intermediate results".

Details

The vine variables vars(rv) are the column numbers of the outputted data. So NA columns are introduced if necessary. That is, if the variables are outside of the set {1:length(vars(rv))}, then the columns of the outputted data outside of the set {1:max(vars(rv))} will be NA.

Value

Matrix with n rows and max(vars(rv)) columns.

Note

Like in rvinesimvec2, the copula families are assumed to be permutation symmetric.

Examples

rv <- rvine(AtoG(CopulaModel::Dvinearray(5)), "frk", makeuppertri(2, 4, 5))
set.seed(123)

## Simulate 10 observations:
rrvine(10, rv)

## Simulate 0 and 1 variables too:
rrvine(10, subset(rv, integer(0)))
rrvine(10, subset(rv, 1))

## Vine variables outside of the set 1,2,3,...?
rrvine(10, relabel(rv, c(3, 8, 1, 6, 2)))

vincenzocoia/copsupp documentation built on Aug. 23, 2020, 7:37 a.m.