dvinecopula2-class | R Documentation |
Class of objects for d-vine copula processes.
## S4 method for signature 'dvinecopula2' coef(object) ## S4 method for signature 'dvinecopula2' show(object) ## S4 method for signature 'dvinecopula2' sim(object, n = 1000) ## S4 method for signature 'dvinecopula2' predict(object, data, x, type = "df") ## S4 method for signature 'dvinecopula2' kendall(object, lagmax = 20)
object |
an object of the class. |
n |
length of realization. |
data |
vector of past data values. |
x |
vector of arguments of prediction function. |
type |
type of prediction function ("df" for density, "qf" for quantile function or "dens" for density). |
lagmax |
maximum value of lag. |
coef
: Coef Method for dvinecopula2 class
show
: Show method for dvinecopula2 class
sim
: Simulation method for dvinecopula2 class
predict
: Prediction method for dvinecopula2 class
kendall
: Calculate Kendall's tau values for pair copulas in type 2 d-vine copula
name
name of the d-vine copula process.
modelspec
list containing the family, rotation, and name of KPACF
pars
list comprising of the parameters.
copmod <- dvinecopula2(family = "joe", kpacf = "kpacf_arma", pars = list(ar = 0.95, ma = -0.85), maxlag = 30) kendall(copmod)
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