glag: Generalized lagging function
In tscopula: Time Series Copula Models
View source: R/fitting_basic.R
glag R Documentation
Generalized lagging function
Description
Generalized lagging function
Usage
glag(x, lagmax = 20, glagplot = FALSE)
Arguments
x
an object of class tscopulafit.
lagmax
maximum value for lag.
glagplot
logical value indicating generalized lag plot.
Value
If glagplot is TRUE a list of generalized lagged datasets
of maximum length 9 is returned to facilitate a generalized lagplot.
If glagplot is FALSE a vector of length lagmax containing
the Kendall rank correlations for the generalized lagged datasets is returned.
tscopula documentation built on May 7, 2022, 5:06 p.m.
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View source: R/fitting_basic.R
| glag | R Documentation |
Generalized lagging function
Description
Generalized lagging function
Usage
glag(x, lagmax = 20, glagplot = FALSE)
Arguments
x |
an object of class tscopulafit. |
lagmax |
maximum value for lag. |
glagplot |
logical value indicating generalized lag plot. |
Value
If glagplot is TRUE a list of generalized lagged datasets
of maximum length 9 is returned to facilitate a generalized lagplot.
If glagplot is FALSE a vector of length lagmax containing
the Kendall rank correlations for the generalized lagged datasets is returned.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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