margin

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

margin function

<dl><dt>name</dt>
<dd>character string giving name of distribution</dd>
<dt>pars</dt>
<dd>parameters of the distribution</dd></dl>

Arguments

Constructor function for margin — margin

<dl>

<dt>name</dt>
<dd>character string giving name of distribution</dd>


<dt>pars</dt>
<dd>parameters of the distribution</dd>

</dl>

margin: Constructor function for margin

Description

Usage

Value

Arguments

Examples