plot,tscmfit,missing-method

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

plot,tscmfit,missing-method function

<dl><dt>x</dt>
<dd>an object of class tscmfit.</dd>
<dt>plottype</dt>
<dd>type of plot required.</dd>
<dt>bw</dt>
<dd>logical variable specifying whether black-white options should be chosen.</dd>
<dt>lagmax</dt>
<dd>maximum lag value for dvinecopula2 plots</dd></dl>

Arguments

Plot method for tscmfit class — plot,tscmfit,missing-method

<dl>

<dt>x</dt>
<dd>an object of class tscmfit.</dd>


<dt>plottype</dt>
<dd>type of plot required.</dd>


<dt>bw</dt>
<dd>logical variable specifying whether black-white options should be chosen.</dd>


<dt>lagmax</dt>
<dd>maximum lag value for dvinecopula2 plots</dd>

</dl>

plot,tscmfit,missing-method: Plot method for tscmfit class

Description

Usage

Value

Arguments