coerce,tscopula,tscm-method

Convert tscopula object to tscm 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

coerce,tscopula,tscm-method function

<dl><dt>from</dt>
<dd>a tscopula object.</dd>
<dt>to</dt>
<dd>a tscm object.</dd>
<dt>strict</dt>
<dd>logical variable stating whether strict coercion should be enforced.</dd></dl>

Arguments

Convert tscopula object to tscm object — coerce,tscopula,tscm-method

<dl>

<dt>from</dt>
<dd>a tscopula object.</dd>


<dt>to</dt>
<dd>a tscm object.</dd>


<dt>strict</dt>
<dd>logical variable stating whether strict coercion should be enforced.</dd>

</dl>

coerce,tscopula,tscm-method: Convert tscopula object to tscm object

Description

Usage

Value

Arguments