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. |

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