marginfit-class

logLik,marginfit-method

Fitted marginal model for time series

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

marginfit-class function

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

Arguments

<ul>
<li><code>logLik(marginfit)</code>: logLik method for marginfit class</li>
</ul>

Methods (by generic)

<dl>
<dt><code>margin</code></dt>
<dd>an object of class margin.</dd></dl>
<dt><code>data</code></dt>
<dd>numeric vector or time series of data.</dd>
<dt><code>fit</code></dt>
<dd>a list containing details of the maximum likelihood fit.</dd>

Slots

Fitted marginal model for time series — marginfit-class

<dl>

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

</dl>

<dl>
<dt><code>margin</code></dt>
<dd>an object of class margin.</dd>


<dt><code>data</code></dt>
<dd>numeric vector or time series of data.</dd>


<dt><code>fit</code></dt>
<dd>a list containing details of the maximum likelihood fit.</dd>


</dl>

marginfit-class: Fitted marginal model for time series

Description

Usage

Arguments

Methods (by generic)

Slots