fitSTEPS

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

fitSTEPS 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 in two steps — fitSTEPS

<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>

fitSTEPS: Fit tscm in two steps

Description

Usage

Value

Arguments