tscmfit-class: Fitted tscm model

In tscopula: Time Series Copula Models

Fitted tscm model

Description

Class of objects for fitted tscm models.

Usage

## S4 method for signature 'tscmfit'
logLik(object)

## S4 method for signature 'tscmfit'
resid(object, trace = FALSE)

## S4 method for signature 'tscmfit'
predict(object, x, type = "df", qtype = 7, proper = FALSE)

Arguments

object	an object of the class.
trace	extract trace instead of residuals.
x	vector of arguments of prediction function.
type	type of prediction function ("df" for density, "qf" for quantile function or "dens" for density).
qtype	type of empirical quantile estimate.
proper	logical variable stating whether the standard empirical distribution function should be used when the margin is empirical; otherwise an improper distribution that is bounded away from 0 and 1 is used.

Methods (by generic)

• logLik(tscmfit): method for tscmfit class

• resid(tscmfit): Residual method for tscmfit class

• predict(tscmfit): Prediction method for tscmfit class

Slots

tscopula

an object of class tscopula.

margin

an object of class margin.

data

a vector or time series of data to which process has been fitted.

fit

a list containing details of the fit.

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