tscopula (version 0.3.9)

fit,tscopulafit-method: Fit method for tscopulafit class

Description

Fit method for tscopulafit class

Usage

# S4 method for tscopulafit
fit(x, y, tsoptions = list(), control = list(warn.1d.NelderMead = FALSE))

Value

An object of class tscopulafit.

Arguments

x

an object of class tscopulafit.

y

vector or time series of data to which the copula process is to be fitted.

tsoptions

list of options

control

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

Examples

ar1 <- armacopula(list(ar = 0.7))
data <- sim(ar1, 1000)
ar1fit <- fit(fit(ar1, data), sim(ar1, 1000))