Man pages for LucasDowiak/dynocopula
Implementation of markov switching, smooth transition, and sequential break point copulas
| aic_bic | Compare different models using AIC/BIC |
| BPfit | Sequential break point copula model. |
| coef.markovCopula | Extract the coefficients from the markov switching model. |
| coef.seqBreakPoint | Extract the coefficients from the sequential break point... |
| coef.smoothTransCopula | Extract the coefficients from the smooth transition model. |
| cop_static | Estimates a static copula |
| dependence_measures | Calculates Kendall's tau, upper tail dependence, and lower... |
| logLik.markovCopula | Extract the log-likelihoods from the markov switching model. |
| logLik.seqBreakPoint | Extract the log-likelihoods from the sequential break point... |
| logLik.smoothTransCopula | Extract the log-likelihoods from the smooth transition model. |
| MSfit | Markov-switching copula model. |
| plot.markovCopula | Plot of the markov switching model. |
| plot.seqBreakPoint | Plot of the sequential break point model. |
| plot.smoothTransCopula | Plot of the smooth transition model. |
| starting_guess | Provide semi-smart starting values for dynamic copulas. |
| STfit | Smooth-transition copula model. |
| summary.markovCopula | Summary of the markov switching model. |
| summary.seqBreakPoint | Summary of the sequential break point model. |
| summary.smoothTransCopula | Summary of the smooth transition model. |
