glag_for_armacopula: Generalized lagging for fitted armacopula objects
In tscopula: Time Series Copula Models
glag_for_armacopula R Documentation
Generalized lagging for fitted armacopula objects
Description
Generalized lagging for fitted armacopula objects
Usage
glag_for_armacopula(copula, data, lagmax, glagplot = FALSE)
Arguments
copula
an armacopula object.
data
the data to which copula is fitted.
lagmax
the maximum lag value.
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 29, 2024, 5:53 a.m.
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| glag_for_armacopula | R Documentation |
Generalized lagging for fitted armacopula objects
Description
Generalized lagging for fitted armacopula objects
Usage
glag_for_armacopula(copula, data, lagmax, glagplot = FALSE)
Arguments
copula |
an armacopula object. |
data |
the data to which copula is fitted. |
lagmax |
the maximum lag value. |
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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