as.copuladata: Copula Data Objects

In tnagler/VineCopula: Statistical Inference of Vine Copulas

Copula Data Objects

Description

The function as.copuladata coerces an object (data.frame, matrix, list) to a copuladata object.

Usage

as.copuladata(data)

Arguments

data	Either a data.frame, a matrix or a list containing copula data (i.e. data with uniform margins on [0,1]). The list elements have to be vectors of identical length.

Author(s)

Tobias Erhardt

See Also

pobs(), pairs.copuladata()

Examples

data(daxreturns)

data <- as.matrix(daxreturns)
class(as.copuladata(data))

data <- as.data.frame(daxreturns)
class(as.copuladata(data))

data <- as.list(daxreturns)
names(data) <- names(daxreturns)
class(as.copuladata(data))

tnagler/VineCopula documentation built on March 6, 2024, 5 a.m.