armafit2dvine

Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

armafit2dvine function

<dl><dt>object</dt>
<dd>an object of class tscopulafit in which the copula is
of class armacopula.</dd></dl>

Arguments

Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object — armafit2dvine

<dl>

<dt>object</dt>
<dd>an object of class tscopulafit in which the copula is
of class armacopula.</dd>

</dl>

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armafit2dvine: Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object

Description

Usage

Value

Arguments