Cop_test_Par: Cop_test_Par
In 3schwartz/forecast:
Description
Usage
Arguments
Value
Description
Backtest using copula simulation. Function designed to be used for parallel
computing
Usage
1
2
Cop_test_Par(d, returnsCop = Period, wL = windowLength,
ARIMAfit = FALSE)
Arguments
d
iterator
returnsCop
xts of returns
wL
window length
ARIMAfit
If true, then an ARIMA will be fit for each iterations. Else a ARMA(2,1) is used
Value
Object of type "cGARCHfit". OBS a lot of non-fits objects are return as warnings or errors
3schwartz/forecast documentation built on May 13, 2019, 1:13 p.m.
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.
Description Usage Arguments Value
Description
Backtest using copula simulation. Function designed to be used for parallel computing
Usage
1 2 | Cop_test_Par(d, returnsCop = Period, wL = windowLength,
ARIMAfit = FALSE)
|
Arguments
d |
iterator |
returnsCop |
xts of returns |
wL |
window length |
ARIMAfit |
If true, then an ARIMA will be fit for each iterations. Else a ARMA(2,1) is used |
Value
Object of type "cGARCHfit". OBS a lot of non-fits objects are return as warnings or errors
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.