resid_sarmacopula

Residual function for sarmacopula object

internal

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

resid_sarmacopula function

<dl><dt>object</dt>
<dd>a fitted sarmacopula object.</dd>
<dt>data</dt>
<dd>the data to which copula is fitted.</dd>
<dt>trace</dt>
<dd>extract trace instead of residuals.</dd></dl>

Arguments

Residual function for sarmacopula object — resid_sarmacopula

<dl>

<dt>object</dt>
<dd>a fitted sarmacopula object.</dd>


<dt>data</dt>
<dd>the data to which copula is fitted.</dd>


<dt>trace</dt>
<dd>extract trace instead of residuals.</dd>

</dl>

resid_sarmacopula: Residual function for sarmacopula object

Description

Usage

Value

Arguments