calculating the multivariate rank of a vector among a set of vectors, used to evaluate the performance of conditional distribution, and the rank would be uniform when the conditional distribution is estimated well
rank.multivariate(y.test,y.random,seed1)the observed (verifying) vector at time n+1
m random draws from the conditional distribution
random seed to solve tie at random
the multivariate rank of the observed (verifying) vector at time n+1
Yanlin Tang, Huixia Judy Wang, Ying Sun, Amanda Hering. Copula-based semiparametric models for spatio-temporal data.