[R] Copula Value at Risk prediction

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 1 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 numb

[R] Bug in sd() and var() in handling vectors of NA (R version 2.7.1)?

In the previous versions of R (2.6.1), when a vector of NA was given to the functions 'sd' or 'var' with parameter na.rm = TRUE, it used to return NA. Now (2.7.1) it returns an ERROR : Example in 2.6.1: > sd(c(NA, NA, NA, NA), na.rm = TRUE) [1] NA Example in 2.7.1: > sd(c(NA, NA, NA,