mklist_dvine2: Make list of pair copulas for dvinecopula2 object
In tscopula: Time Series Copula Models
mklist_dvine2 R Documentation
Make list of pair copulas for dvinecopula2 object
Description
Make list of pair copulas for dvinecopula2 object
Usage
mklist_dvine2(x, maxlag, truncate, tol = 1)
Arguments
x
an object of class dvinecopula2
maxlag
maximum possible lag to consider
truncate
logical variable stating whether to truncate copulas with negligible dependence
tol
tolerance for truncation
Value
a list of pair copulas
tscopula documentation built on May 7, 2022, 5:06 p.m.
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| mklist_dvine2 | R Documentation |
Make list of pair copulas for dvinecopula2 object
Description
Make list of pair copulas for dvinecopula2 object
Usage
mklist_dvine2(x, maxlag, truncate, tol = 1)
Arguments
x |
an object of class dvinecopula2 |
maxlag |
maximum possible lag to consider |
truncate |
logical variable stating whether to truncate copulas with negligible dependence |
tol |
tolerance for truncation |
Value
a list of pair copulas
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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