tscopula (version 0.3.9)

fit,vtscopula-method: Fit method for vtscopula class

Description

Fit object of class vtscopula to data using maximum likelihood.

Usage

# S4 method for vtscopula
fit(
  x,
  y,
  tsoptions = list(),
  control = list(maxit = 2000, warn.1d.NelderMead = FALSE)
)

Value

An object of class tscopulafit.

Arguments

x

an object of class vtscopula.

y

a vector or time series of data.

tsoptions

list of optional arguments: hessian is logical variable specifying whether Hessian matrix should be returned; method is choice of optimization method.

control

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

Examples

copobject <- armacopula(pars = list(ar = 0.6, ma = 0.2))
vtcop <- vtscopula(copobject, Vtransform = V2p())
y <- sim(vtcop)
fit(vtcop, y)