U = cbind(data1 = pobs(mydata1), data2 = pobs(mydata2)) #Convert marginals to uniform

RVM <- RVineStructureSelect(U, c(1:6)) #Fit a suitable copula to the data

simulateddata <- RVineSim(1000000, RVM) #Generate simulated data out of the copula

tails_data1 <- spdfit(mydata1, upper = 0.9, lower = 0.1) #Fit GPD to both tails
tails_data2 <- spdfit(mydata2, upper = 0.9, lower = 0.1)

real_values = cbind(qspd(simulateddata[,1], tails_data1),
                    qspd(simulateddata[,2], tails_data2))

real_values = rowSums(real_values)