tscopulafit-class | R Documentation |
Class of objects for fitted time series copula processes.
## S4 method for signature 'tscopulafit' sim(object, n = 1000) ## S4 method for signature 'tscopulafit' kendall(object, lagmax = 20) ## S4 method for signature 'tscopulafit' coef(object) ## S4 method for signature 'tscopulafit' show(object) ## S4 method for signature 'tscopulafit' logLik(object) ## S4 method for signature 'tscopulafit' resid(object, trace = FALSE) ## S4 method for signature 'tscopulafit' predict(object, x, type = "df")
object |
an object of class tscopulafit. |
n |
length of realization. |
lagmax |
maximum value of lag. |
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). |
sim
: Simulation method for tscopulafit class
kendall
: Calculate Kendall's tau values for pair copulas for tscopulafit class
coef
: Coef method for tscopulafit class
show
: Show method for tscopulafit objects
logLik
: logLik method for tscopulafit class
resid
: Residual method for tscopulafit class
predict
: Prediction method for tscopulafit class
tscopula
an object of class tscopula.
data
a vector or time series of data.
fit
a list containing details of the fit.
ar1 <- armacopula(list(ar = 0.7)) data <- sim(ar1, 1000) ar1fit <- fit(ar1, data) sim(ar1fit)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.