Simulation from a six-variate 1-truncated D-vine copula.
dvine6dsim(nsim,tau,qcond,tau2par)
Nx6 matrix with values in (0,1)
sample size
Kendall's tau values
function for the inverse conditional copula cdf
function for maping Kendall's taus to copula parameters
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 qcondcop
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. (2024) Joint meta-analysis of two diagnostic tests accounting for within and between studies dependence. Statistical Methods in Medical Research. tools:::Rd_expr_doi("10.1177/09622802241269645")
qcondcop
rcop