fc_pstat: Return the p statistics of a recursive factor copula model
In bonartm/factorcopula: High Dimensional Depence Modelling with Factor Copulas
Description
Usage
Arguments
Value
Description
Return the p statistics of a recursive factor copula model
Usage
1
fc_pstat(theta, tSeq)
Arguments
theta
A numeric matrix with length(tSeq) rows of recursive parameters
tSeq
A vector of positive integers
Value
a vector of P statistics for each t
bonartm/factorcopula documentation built on April 19, 2020, 9:17 p.m.
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Description Usage Arguments Value
Description
Return the p statistics of a recursive factor copula model
Usage
1 | fc_pstat(theta, tSeq)
|
Arguments
theta |
A numeric matrix with length(tSeq) rows of recursive parameters |
tSeq |
A vector of positive integers |
Value
a vector of P statistics for each t
R Package Documentation
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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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