Generating (pseudo-)random observations from a vine copula
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.
Simulate N observations from a vine copula U = Sim(VineCopulaObject,N)
VineCopulaObject= An object from the class VineCopula. N = The number of observations that should be simulated from the vine copula.
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.