dvinecopula2_objective

Objective function for dvinecopula2 process

internal

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

dvinecopula2_objective function

<dl><dt>theta</dt>
<dd>parameters of kpacf</dd>
<dt>modelspec</dt>
<dd>list specifying model</dd>
<dt>u</dt>
<dd>data</dd></dl>

Arguments

Objective function for dvinecopula2 process — dvinecopula2_objective

<dl>

<dt>theta</dt>
<dd>parameters of kpacf</dd>


<dt>modelspec</dt>
<dd>list specifying model</dd>


<dt>u</dt>
<dd>data</dd>

</dl>

dvinecopula2_objective: Objective function for dvinecopula2 process

Description

Usage

Value

Arguments