kendall

Methods are available for objects of class armacopula,
dvinecopula, dvinecopula2 and vtscopula.

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

kendall function

<dl><dt>object</dt>
<dd>an object of the model class.</dd>
<dt>...</dt>
<dd>further arguments to be passed to Kendall calculation.</dd></dl>

Arguments

Generic for Kendall correlations — kendall

<dl>

<dt>object</dt>
<dd>an object of the model class.</dd>


<dt>...</dt>
<dd>further arguments to be passed to Kendall calculation.</dd>

</dl>

kendall: Generic for Kendall correlations

Description

Usage

Value

Arguments