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# specify pair-copulas
bicop <- bicop_dist("bb1", 90, c(3, 2))
pcs <- list(
list(bicop, bicop), # pair-copulas in first tree
list(bicop) # pair-copulas in second tree
)
# specify R-vine matrix
mat <- matrix(c(1, 2, 3, 1, 2, 0, 1, 0, 0), 3, 3)
# set up vine copula model
vc <- vinecop_dist(pcs, mat)
# simulate some data
u <- rvinecop(50, vc)
# estimate a vine copula model
fit <- vinecop(u, "par", trunc_lvl = 1)
# simulate from truncated model
rvinecop(50, fit)
# Error in vinecop_inverse_rosenblatt_cpp(U, vinecop) :
# size of pair_copulas[0] does not match dimension of matrix (3); expected size: 1, actual size: 2
The text was updated successfully, but these errors were encountered:
The text was updated successfully, but these errors were encountered: