Simulating values from an empirical copula with empirical margins in R
I have a two-variable data set (stock and bond returns) and have fitted distributions to each using fitDist have chosen a copula using BiCopSelect and have modeled the bivariate distribution using mvdc
How to Implement a Mixed D-vine Copula Algorithm in R?
I want to implement an algorithm that uses a mixed D-vine copula as described in the paper with DOI: 10.1109/TIFS.2021.3051804. Since I am a beginner in R but need this for examining a specific data structure, I tried implementing the algorithm in R, but I failed.