| GPCAvarest2-class | R Documentation |
This class inherits varest2 and contains all information about GPCA (GPCA transformation.
GPCA_data:A "GPCA" S3 object containing the parameters of the Multi-variate Gaussianization of the time series, it is the result of GPCA function applied to the input data of getVARmodel
GPCA_residuals:A "GPCA" S3 object containing the parameters of the Multi-variate Gaussianization of the residuals of the VAR model contained in the VAR slot; it is NULL if no Gaussiatization of residuals is applied.
Object of class "list"
VAR:S3 Object of class "varest"
#' @note A GPCAvarest2 object can be created by new("GPCAvarest2", ...)
or returned by the function getVARmodel
Emanuele Cordano
showClass("GPCAvarest2")
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