glag_for_sarmacopula: Generalized lagging for fitted sarmacopula objects
In tscopula: Time Series Copula Models
glag_for_sarmacopula R Documentation
Generalized lagging for fitted sarmacopula objects
Description
Generalized lagging for fitted sarmacopula objects
Usage
glag_for_sarmacopula(copula, data, lagmax, glagplot = FALSE)
Arguments
copula
a sarmacopula 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.
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.
| glag_for_sarmacopula | R Documentation |
Generalized lagging for fitted sarmacopula objects
Description
Generalized lagging for fitted sarmacopula objects
Usage
glag_for_sarmacopula(copula, data, lagmax, glagplot = FALSE)
Arguments
copula |
a sarmacopula 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.