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Simulation of Partition-of-Unity copulas in R, e.g. for the purpose of modeling risk or for the creation of synthetic data based on restricted datasets

R 100.00%
copula-models multivariate-distributions synthetic-data

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pucopula's Issues

Handling ties and missings

Ties and missings should be handled appropriately.

While the current updates should consider and preserve missings (NAs), the implementation of handling ties works so far for the "rook" copula driver only.

For the other drivers adjustments have to be made.

PUCopula@rpatch: Error when patch="lFrechet" and more than 3 coloumns in the dataset

When patch="lFrechet" and more than 3 coloumns in the dataset are present, the following error appears:

Error in dimnames(x) <- dn :
length of 'dimnames' [2] not equal to array extent

Obviously the lower Fréche patchwork driver will work only for two random variables, i.e. 2 coloumns in the dataset.

A more helpful error message should be prompted in this case.

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