[R] Copula Value at Risk prediction

[marisa]

Hello all,

I am currently writing a thesis in Value at Risk prediction and have to
model a data set of four stocks. I want to simulate 10000 times from the
used D-vine and predict 300 new datapoints, but am not quiet sure how to do
this correctly. The produced matrix should have dimension N x number of
observation, but the output from a 4-dimensional D-vine simulation with
CDVineSim from the CDVine package is simply a N x 4 matrix.

I am thankful for any help!


Regards.

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