dvine6dsim {CopulaREMADA}

Simulation from a six-variate 1-truncated D-vine copula

Description

Simulation from a six-variate 1-truncated D-vine copula.

Usage

dvine6dsim(nsim,tau,qcond,tau2par)

Arguments

nsim

sample size

tau

Kendall's tau values

qcond

function for the inverse conditional copula cdf

tau2par

function for maping Kendall's taus to copula parameters

Details

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.

Value

Nx6 matrix with values in (0,1)

References

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. Submitted.

See Also

qcondcop rcop