fitEDF

Fit tscm using empirical distribution function

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

fitEDF function

<dl><dt>x</dt>
<dd>an object of class tscm.</dd>
<dt>y</dt>
<dd>a vector or time series of data.</dd>
<dt>tsoptions</dt>
<dd>a list of parameters passed to fitting.
This differs according to the class of x.</dd>
<dt>control</dt>
<dd>list of control parameters to be passed to the
<code><a href="/link/optim?package=tscopula&version=0.3.9" data-mini-rdoc="tscopula::optim">optim</a></code> function.</dd></dl>

Arguments

Fit tscm using empirical distribution function — fitEDF

<dl>

<dt>x</dt>
<dd>an object of class tscm.</dd>


<dt>y</dt>
<dd>a vector or time series of data.</dd>


<dt>tsoptions</dt>
<dd>a list of parameters passed to fitting.
This differs according to the class of x.</dd>


<dt>control</dt>
<dd>list of control parameters to be passed to the
<code><a href='https://rdrr.io/r/stats/optim.html'>optim</a></code> function.</dd>

</dl>

fitEDF: Fit tscm using empirical distribution function

Description

Usage

Value

Arguments