fitted_vines: Accessor method for the fitted vine copula models of...

In portvine: Vine Based (Un)Conditional Portfolio Risk Measure Estimation

Accessor method for the fitted vine copula models of ⁠(cond_)portvine_roll⁠ objects

Description

Accessor method for the fitted vine copula models of ⁠(cond_)portvine_roll⁠ objects

Usage

fitted_vines(roll, ...)

## S4 method for signature 'portvine_roll'
fitted_vines(roll)

Arguments

roll	Object of class portvine_roll or a child class
...	Additional parameters for child class methods

Value

List of rvinecopulib::vinecop class objects each entry corresponds to one fitted vine copula model for the respective vine window.

See Also

portvine_roll

portvine documentation built on May 29, 2024, 2:27 a.m.