Man pages for tscopula
Time Series Copula Models

acf2pacfCompute partial autocorrelations from autocorrelations
AICcAkaike Corrected Information Criterion
arma2dvineTransform an armacopula into a dvinecopula or dvinecopula2...
armacopulaConstructor function for ARMA copula process
armacopula-classARMA copula processes
armacopula_objectiveObjective function for ARMA copula process
armafit2dvineTransform a fitted armacopula into a fitted dvinecopula or...
bitcoinBitcoin price data 2016-19
coerce-tscopulafit-tscmfit-methodConvert tscopulafit object to be tscmfit object
coerce-tscopula-tscm-methodConvert tscopula object to tscm object
cpiCPI inflation data 1959-2020
dcondvtarmaConditional density of VT-ARMA process
dmargCompute density of marginal model
doubleweibullDouble Weibull distribution
dvinecopulaConstructor function for dvinecopula process
dvinecopula2Constructor function for dvinecopula2 process
dvinecopula2-classD-vine copula processes of type 2
dvinecopula2_objectiveObjective function for dvinecopula2 process
dvinecopula-classD-vine copula processes
dvinecopula_objectiveObjective function for dvinecopula process
edfConstruct empirical margin
fitGeneric for estimating time series models
fitEDFFit tscm using empirical distribution function
fitFULLaFit tscm jointly
fitFULLbFit tscm Jointly
fit-margin-methodFit method for margin class
fitSTEPSFit tscm in two steps
fit-tscm-methodFit method for tscm class
fit-tscopulafit-methodFit method for tscopulafit class
fit-tscopulaU-methodFit method for tscopulaU class
fit-vtscopula-methodFit method for vtscopula class
glagGeneralized lagging function
glag_for_armacopulaGeneralized lagging for fitted armacopula objects
glag_for_dvinecopulaGeneralized lagging for fitted dvinecopula objects
glag_for_dvinecopula2Generalized lagging for fitted dvinecopula2 objects
IRblattCalculate inverse Rosenblatt function
kendallGeneric for Kendall correlations
kfilterKalman filter for ARMA copula model
kpacf_arfimaKPACF of ARFIMA process
kpacf_armaKPACF of ARMA process
kpacf_fbnKPACF of fractional Brownian noise
ktau_to_parTransform Kendall's tau values to copula parameters
laplaceLaplace distribution
marginConstructor function for margin
margin-classMarginal model for time series
marginfit-classFitted marginal model for time series
mklist_dvineMake list of pair copulas for dvinecopula object
mklist_dvine2Make list of pair copulas for dvinecopula2 object
non_invertCheck for invertibility of ARMA process
non_statCheck for causality of ARMA process
pacf2acfCompute autocorrelations from partial autocorrelations
pcoincideCompute coincidence probability for v-transform
pcondvtarmaConditional distribution function of VT-ARMA Process
pedfAdjusted empirical distribution function
plot-marginfit-missing-methodPlot method for marginfit class
plot-tscmfit-missing-methodPlot method for tscmfit class
plot-tscopulafit-missing-methodPlot method for tscopulafit class
plot_volprofilePlot function for volatility profile plot
plot_volproxyPlot function for volatility proxy plot
plot-Vtransform-missing-methodPlot method for Vtransform class
pmargCompute CDF of marginal model
predict_empiricalPrediction function for tscm class with empirical margin
profilefulcrumProfile likelihood for fulcrum parameter
qcondvtarmaConditional quantiles of VT-ARMA process
qmargCompute quantiles of marginal model
quantile-tscmfit-methodQuantile calculation method for VT-ARMA models
RblattCalculate Rosenblatt function
RblattdensCalculate Rosenblatt density function
resid_armacopulaResidual function for armacopula object
resid_dvinecopulaResidual function for dvinecopula object
resid_dvinecopula2Residual function for dvinecopula2 object
safe_sesCalculate standard errors safely
sdoubleweibullSkew double Weibull distribution
setoptionsSet optional choices for tscopula fitting
setwcopulaExtract W-copula
sigmastarmaStandard deviation of innovations for armacopula
simGeneric for simulating time series copula models
simdvineD-vine simulation helper function
slaplaceSkew Laplace distribution
sstSkew Student t distribution
stStudent t distribution
starmaStateSpaceState space representation for standardized ARMA model
stochinverseStochastic inverse of a v-transform
strankCalculate standardized ranks of data
swncopulaConstructor function for strict white noise copula process
swncopula-classStrict white noise copula process
tscmConstructor function for time series
tscm-classFull models
tscmfit-classFitted tscm model
tsc_objectiveaObjective function for full of tscopula plus margin model
tsc_objectivebObjective function for full fit with v-transform
tscopula-classTime series copula processes
tscopulafit-classFitted time series copula processes
tscopulaU-classTime series copulas of class tscopulaU
V2bConstructor function for 2-parameter beta v-transform
V2pConstructor function for 2-parameter v-transform
V3bConstructor function for 3-parameter beta v-transform
V3pConstructor function for 3-parameter v-transform
VdegenerateConstructor function for degenerate v-transform
vdownprobCalculate conditional down probability of v-transform
vgradientCalculate gradient of v-transform
vinverseCalculate inverse of v-transform
VlinearConstructor function for linear v-transform
VsymmetricConstructor function for symmetric v-transform
vtparlistExtract parameters of vtscopula
vtransEvaluate a v-transform
Vtransform-classClass of v-transforms
VtransformI-classClass of invertible v-transforms
vtscopulaConstructor function for vtscopula object
vtscopula-classTime series copula processes with v-transforms
vtscopula_objectiveObjective function for vtscopula fitting
wobjectiveAdditional objective for generalized processes
tscopula documentation built on May 7, 2022, 5:06 p.m.