Man pages for LucasDowiak/dynocopula
Implementation of markov switching, smooth transition, and sequential break point copulas

aic_bicCompare different models using AIC/BIC
BPfitSequential break point copula model.
coef.markovCopulaExtract the coefficients from the markov switching model.
coef.seqBreakPointExtract the coefficients from the sequential break point...
coef.smoothTransCopulaExtract the coefficients from the smooth transition model.
cop_staticEstimates a static copula
dependence_measuresCalculates Kendall's tau, upper tail dependence, and lower...
logLik.markovCopulaExtract the log-likelihoods from the markov switching model.
logLik.seqBreakPointExtract the log-likelihoods from the sequential break point...
logLik.smoothTransCopulaExtract the log-likelihoods from the smooth transition model.
MSfitMarkov-switching copula model.
plot.markovCopulaPlot of the markov switching model.
plot.seqBreakPointPlot of the sequential break point model.
plot.smoothTransCopulaPlot of the smooth transition model.
starting_guessProvide semi-smart starting values for dynamic copulas.
STfitSmooth-transition copula model.
summary.markovCopulaSummary of the markov switching model.
summary.seqBreakPointSummary of the sequential break point model.
summary.smoothTransCopulaSummary of the smooth transition model.
LucasDowiak/dynocopula documentation built on May 9, 2019, midnight