armafit2dvine: Transform a fitted armacopula into a fitted dvinecopula or...
In tscopula: Time Series Copula Models
View source: R/fitting_basic.R
armafit2dvine R Documentation
Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object
Description
Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object
Usage
armafit2dvine(object)
Arguments
object
an object of class tscopulafit in which the copula is
of class armacopula.
Value
An object of class tscopulafit in which the copula is
a dvinecopula (for fitted AR copulas)
or class dvinecopula2 (for fitted MA or ARMA copulas).
tscopula documentation built on May 29, 2024, 5:53 a.m.
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View source: R/fitting_basic.R
| armafit2dvine | R Documentation |
Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object
Description
Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object
Usage
armafit2dvine(object)
Arguments
object |
an object of class tscopulafit in which the copula is of class armacopula. |
Value
An object of class tscopulafit in which the copula is a dvinecopula (for fitted AR copulas) or class dvinecopula2 (for fitted MA or ARMA copulas).
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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