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substitution of dducopula? #90
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Hi! Your example doesn't run, |
Apologize for the typo, i did defined
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OK, a few things:
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Thank you for your supplement. x1 = w1, x2 = F^-1(w2|x1), x3 = F^-1(w3|x1, x2), if i wasn't wrong,i can get |
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OK, the three dimensional example is fairly easy: RVM <- C2RVine(1:3, family = c(1, 4, 6), par = c(0.3, 2.4, 1.5))
W <- cbind(w1 = 0.2, runif(100), runif(100))
RVineSim(100, RVM, U = W) Here we're simulating x1, x2, x3 conditional on x2 = 0.2. You can adapt this to your liking. |
thanks a alot! i think this is what i want. but please allow me to ask futher questions. I am seeking clarification on the specific scenarios in which the pair-copula decomposition model is most appropriately applied. Many journals refer to this method in the context of vine-copula simulations, and I was under the impression that this methodology should be applied for my needs. Could you please provide some insight on this? |
I can't really answer this question without knowing much more about your application context. But if you want to simulate two variables conditional on one other variable, this is a viable method. Closing this now, since the software part seems to be solved. |
Really appreciate for the assistance! |
Hi, I am trying to do the decomposition(pairwise) conditional sampling from vine distributions.
I did found the example from VC2copula:
but I encountered a problem, if I change the pair-copula "BB1Copula()" to "BiCop(family = 1, par =0.36)", the ddvCopula function won't work.
so I tried to build the variables "k" and "m" by "BiCopHinv()", however, got stuck at the " dduCopula(cbind(k, m), C_HIgivenD)", when trying to derivative multiple variables.
I am wondering if I failed to find the substitution of dduCopula in VineCopula or if there's some issue with my current understanding.
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