Simulation from a quadrivariate D-vine copula
dvinesim(nsim,param,qcond1,pcond1,tau2par1,qcond2,pcond2,tau2par2)sample size
Kendall's tau values for margins (1,2), (2,3), (3,4), (1,3|2), (2,4|3), (1,4|23)
function for the inverse conditional copula cdf at the (1,2) bivariate margin
function for the conditional copula cdf at the (1,2) bivariate margin
function for maping Kendall's tau at the (1,2) bivariate margin to copula parameter
function for the inverse conditional copula cdf at the (3,4) bivariate margin
function for the conditional copula cdf at the (3,4) bivariate margin
function for maping Kendall's tau at the (3,4) bivariate margin to copula parameter
Nx4 matrix with values in (0,1)
Choices are 'cop' in rcop are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).
See help page for dcop for the abbreviations of the copula names.
Joe H (2011) Dependence comparisons of vine copulae with four or more variables. In: Kurowicka D, Joe H, editors. Dependence Modeling: Handbook on Vine Copulae. Singapore: World Scientific; 2011. p. 139--164
Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.
Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.
Nikoloulopoulos, A.K. (2018) A D-vine copula mixed model for joint meta-analysis and comparison of diagnostic tests. Statistical Methods in Medical Research, in press. 10.1177/0962280218796685.