Sim (VineCopulaObject)

Generating (pseudo-)random observations from a vine copula

---

Purpose

The function draws N pseudo-random d-dimensional tuples from a vine copula. The function can be used to sample from arbitrarily dimensional C- and D-Vines of the simplified and non-simplified form. In the case of a non-simplified C- or D-Vine, the parameters of the conditional copulas have to be given as functionals of the variables on which the conditioning is done.

Usage

   Simulate N observations from a vine copula
                  U = Sim(VineCopulaObject,N)

Inputs

    VineCopulaObject= An object from the class VineCopula.
    N               = The number of observations that
                      should be simulated from the vine
                      copula.

Outputs

    U               = A (N x d) Matrix of simulated tuples
                      from the specified vine copula, where
                      every row is a simulated d-dimensional
                      tuple from the d-dimensional vine
                      copula.