penDvine (version 0.2.2)

sim.Dvine: Flexible Pair-Copula Estimation in D-vines with Penalized Splines

Description

Simulating a p-dimensional vector of the fitted p-dimensional D-vine.

Usage

sim.Dvine(DV,N=NULL)

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.

References

Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann G. and Schellhase C. (2012), working paper