arma2dvine: Transform an armacopula into a dvinecopula or dvinecopula2...
In tscopula: Time Series Copula Models
arma2dvine R Documentation
Transform an armacopula into a dvinecopula or dvinecopula2 object
Description
Transform an armacopula into a dvinecopula or dvinecopula2 object
Usage
arma2dvine(object)
Arguments
object
an object of class armacopula.
Value
An object of class dvinecopula (for AR copulas)
or class dvinecopula2 (for MA or ARMA copulas).
Examples
arma2dvine(armacopula(list(ar = 0.5, ma = 0.4)))
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| arma2dvine | R Documentation |
Transform an armacopula into a dvinecopula or dvinecopula2 object
Description
Transform an armacopula into a dvinecopula or dvinecopula2 object
Usage
arma2dvine(object)
Arguments
object |
an object of class armacopula. |
Value
An object of class dvinecopula (for AR copulas) or class dvinecopula2 (for MA or ARMA copulas).
Examples
arma2dvine(armacopula(list(ar = 0.5, ma = 0.4)))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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