fit-vtscopula-method: Fit method for vtscopula class

In tscopula: Time Series Copula Models

Fit method for vtscopula class

Description

Fit object of class vtscopula to data using maximum likelihood.

Usage

## S4 method for signature 'vtscopula'
fit(
  x,
  y,
  tsoptions = list(),
  control = list(maxit = 2000, warn.1d.NelderMead = FALSE)
)

Arguments

x	an object of class vtscopula.
y	a vector or time series of data.
tsoptions	list of optional arguments: hessian is logical variable specifying whether Hessian matrix should be returned; method is choice of optimization method.
control	list of control parameters to be passed to the optim function.

Value

An object of class tscopulafit.

Examples

copobject <- armacopula(pars = list(ar = 0.6, ma = 0.2))
vtcop <- vtscopula(copobject, Vtransform = V2p())
y <- sim(vtcop)
fit(vtcop, y)

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