Generalized lagging function
glag(x, lagmax = 20, glagplot = FALSE)If glagplot is TRUE a list of generalized lagged datasets
of maximum length 9 is returned to facilitate a generalized lagplot.
If glagplot is FALSE a vector of length lagmax containing
the Kendall rank correlations for the generalized lagged datasets is returned.
an object of class tscopulafit.
maximum value for lag.
logical value indicating generalized lag plot.