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
References
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized
Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).