vtscopula_objective: Objective function for vtscopula fitting
In tscopula: Time Series Copula Models
View source: R/fitting_vtscopula.R
vtscopula_objective R Documentation
Objective function for vtscopula fitting
Description
Objective function for vtscopula fitting
Usage
vtscopula_objective(theta, fulcrum, modelspec, modeltype, vt, wcopula, y)
Arguments
theta
vector of parameters
fulcrum
fixed value for fulcrum
modelspec
list containing tscopula specification
modeltype
character vector specifying tscopula type
vt
a v transform
wcopula
W copula for serial dependence
y
vector of data
Value
Value of objective function at parameters.
tscopula documentation built on May 7, 2022, 5:06 p.m.
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View source: R/fitting_vtscopula.R
| vtscopula_objective | R Documentation |
Objective function for vtscopula fitting
Description
Objective function for vtscopula fitting
Usage
vtscopula_objective(theta, fulcrum, modelspec, modeltype, vt, wcopula, y)
Arguments
theta |
vector of parameters |
fulcrum |
fixed value for fulcrum |
modelspec |
list containing tscopula specification |
modeltype |
character vector specifying tscopula type |
vt |
a v transform |
wcopula |
W copula for serial dependence |
y |
vector of data |
Value
Value of objective function at parameters.
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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