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. -- View this message in context: r.789695.n4.nabble.com/Copula-Value-at-Risk-prediction-tp3770410p3770410.html Sent from the R help mailing list archive at Nabble.com.