tscopula (version 0.3.9)

fit,tscm-method: Fit method for tscm class

Description

Fit method for tscm class

Usage

# S4 method for tscm
fit(x, y, tsoptions = list(), control = list(), method = "IFM")

Value

An object of class tscmfit.

Arguments

x

an object of class tscm.

y

a vector or time series of data.

tsoptions

a list of parameters passed to fitting.

control

list of control parameters to be passed to the optim function.

method

character string specifying method.

Examples

mod <- tscm(dvinecopula(family = "gauss", pars = 0.5), margin("doubleweibull"))
y <- sim(mod)
fit(mod, y)