fit-margin-method: Fit method for margin class

In tscopula: Time Series Copula Models

Fit method for margin class

Description

Fit method for margin class

Usage

## S4 method for signature 'margin'
fit(x, y, tsoptions = list(), control = list())

Arguments

x	an object of class margin.
y	a vector or time series of data.
tsoptions	list of optional arguments: hessian is logical variable specifying whether Hessian matrix should be returned; start is vector od named starting values
control	list of control parameters to be passed to the optim function.

Value

An object of class marginfit.

Examples

margmod <- margin("norm", pars = c(mean = 0, sd = 1))
data <- sim(margmod, n = 500)
fit(margmod, data)

tscopula documentation built on May 7, 2022, 5:06 p.m.