dvinecopula_objective

Objective function for dvinecopula 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

dvinecopula_objective function

<dl><dt>theta</dt>
<dd>parameters of copulas</dd>
<dt>modelspec</dt>
<dd>list of families of copulas</dd>
<dt>u</dt>
<dd>vector of data</dd></dl>

Arguments

Objective function for dvinecopula process — dvinecopula_objective

<dl>

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


<dt>modelspec</dt>
<dd>list of families of copulas</dd>


<dt>u</dt>
<dd>vector of data</dd>

</dl>

dvinecopula_objective: Objective function for dvinecopula process

Description

Usage

Value

Arguments