fit-tscopulafit-method: Fit method for tscopulafit class

In tscopula: Time Series Copula Models

Fit method for tscopulafit class

Description

Fit method for tscopulafit class

Usage

## S4 method for signature 'tscopulafit'
fit(x, y, tsoptions = list(), control = list(warn.1d.NelderMead = FALSE))

Arguments

x	an object of class tscopulafit.
y	vector or time series of data to which the copula process is to be fitted.
tsoptions	list of options
control	list of control parameters to be passed to the optim function.

Value

An object of class tscopulafit.

Examples

ar1 <- armacopula(list(ar = 0.7))
data <- sim(ar1, 1000)
ar1fit <- fit(fit(ar1, data), sim(ar1, 1000))

tscopula documentation built on May 29, 2024, 5:53 a.m.