Copulas- how to correlate more than 2 variables?
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I have 3 datasets (vectors) : x1,x2 and x3.
And I know which pdf describes each dataset better.
Moreover, x1 and x2 are described better for e.g. with Clayton copula family , whereas x1 and x3 with Gaussian.
Assuming that I use copulafit and then copularnd for the first pair (x1-x2) I can generate a new sample x1_new and x2_new. Until here I know how to do it.
Is it possible to generate x3_new, using x1_new and the Gaussian copula which describes this pair?
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