margin-class: Marginal model for time series

In tscopula: Time Series Copula Models

Marginal model for time series

Description

Class of objects for marginal models for stationary time series. The object is given a name and there must exist functions pname, qname, dname and rname. As well as the parameters of the distribution, dname must have the logical argument log specifying whether log density should be computed.

Usage

## S4 method for signature 'margin'
coef(object)

## S4 method for signature 'margin'
sim(object, n = 1000)

## S4 method for signature 'margin'
show(object)

Arguments

object	an object of the class.
n	length of realization.

Methods (by generic)

• coef(margin): Coef method for margin class

• sim(margin): Simulation method for margin class

• show(margin): Show method for margin class

Slots

name

name of the marginal model class.

pars

a numeric vector containing the named parameters of the distribution which are passed as arguments to pname, qname, dname and rname.

Examples

new("margin", name = "gauss", pars = c(mu = 0, sigma = 1))
margmod <- margin("gauss", pars = c(mu = 0, sigma = 1))
sim(margmod, n = 500)

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