Sampling from Conditional C- and D-Vine Copulas
Provides tools for sampling from a conditional copula density decomposed via
Pair-Copula Constructions as C- or D- vine. Here, the vines which can be used for such a
sampling are those which sample as first the conditioning variables (when following the
sampling algorithms shown in Aas et al. (2009) <10.1016>).
The used sampling algorithm is presented and discussed in Bevacqua et al. (2017)
<10.5194>, and it is a modified version of that from Aas et al. (2009)
<10.1016>. A function is available to select the best vine
(based on information criteria) among those which allow for such a conditional sampling.
The package includes a function to compare scatterplot matrices and pair-dependencies of
two multivariate datasets.10.1016>10.5194>10.1016>