fit-tscm-method: Fit method for tscm class

In tscopula: Time Series Copula Models

Fit method for tscm class

Description

Fit method for tscm class

Usage

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

Arguments

x	an object of class tscm.
y	a vector or time series of data.
tsoptions	a list of parameters passed to fitting.
control	list of control parameters to be passed to the optim function.
method	character string specifying method.

Value

An object of class tscmfit.

Examples

mod <- tscm(dvinecopula(family = "gauss", pars = 0.5), margin("doubleweibull"))
y <- sim(mod)
fit(mod, y)

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