tscokurt: Co-Kurtosis
In tsmodels/tsmethods: Time Series Methods
tscokurt R Documentation
Co-Kurtosis
Description
Generic method for the co-kurtosis of a model.
Usage
tscokurt(object, ...)
Arguments
object
an object.
...
additional parameters passed to the method.
Details
The method calculates the conditional co-kurtosis of a model.
Applications of this can be found in the Independent Factor Conditional
Density Models.
Value
The co-kurtosis tensor (folded or unfolded).
tsmodels/tsmethods documentation built on Nov. 17, 2024, 12:34 a.m.
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| tscokurt | R Documentation |
Co-Kurtosis
Description
Generic method for the co-kurtosis of a model.
Usage
tscokurt(object, ...)
Arguments
object |
an object. |
... |
additional parameters passed to the method. |
Details
The method calculates the conditional co-kurtosis of a model. Applications of this can be found in the Independent Factor Conditional Density Models.
Value
The co-kurtosis tensor (folded or unfolded).
R Package Documentation
Browse R Packages
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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