dataset {CDVineCopulaConditional}

Random dataset from a given vine copula model

Description

A random dataset simulated from a given 5-dimensional vine copula model.

Usage

dataset

Format

$data

An 1000 x 5 data set (format data.frame) with the uniform variables (U1,U2,U3,U4,U5).

$vine

RVineMatrix object defyining the vine copula model from where $data was sampled.

Author(s)

Emanuele Bevacqua

Examples

# Load data
data(dataset)

# Extract data
data <- dataset$data 
plot(data)

# Extract the RVineMatrix object from where the dataset was randomly sampled
vine <- dataset$vine
vine$Matrix 
vine$family
vine$par
vine$par2 
summary(vine)