Description Details Author(s) Examples
This class inherits varest2
and contains all information about GPCA (GPCA
transformation.
GPCA_data
:A "GPCA"
S3 object containing the parameters of the Multi-variate Gaussianization of the time series, it is the result of GPCA
function applied to the input data of getVARmodel
GPCA_residuals
:A "GPCA"
S3 object containing the parameters of the Multi-variate Gaussianization of the residuals of the VAR model contained in the VAR
slot; it is NULL
if no Gaussiatization of residuals is applied.
Object of class "list"
VAR
:S3 Object of class "varest"
#' @note A GPCAvarest2
object can be created by new("GPCAvarest2", ...)
or returned by the function getVARmodel
Emanuele Cordano
1 | showClass("GPCAvarest2")
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