vtscopula: Constructor function for vtscopula object

In tscopula: Time Series Copula Models

Constructor function for vtscopula object

Description

Constructor function for vtscopula object

Usage

vtscopula(tscopulaU, Vtransform = Vlinear(), Wcopula = swncopula())

Arguments

tscopulaU	an object of class armacopula, dvinecopula or dvinecopula2.
Vtransform	an object of class Vtransform.
Wcopula	an object of class tscopula.

Value

An object of class vtscopula.

Examples

copobject <- armacopula(pars = list(ar = 0.6, ma = 0.2))
vtscopula(copobject, Vtransform = V2p())

tscopula documentation built on May 7, 2022, 5:06 p.m.