Methods are available for objects of class swncopula,
armacopula,
dvinecopula, dvinecopula2,
margin and tscm.

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

sim function

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

Arguments

Generic for simulating time series copula models — sim

<dl>

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


<dt>...</dt>
<dd>further arguments to be passed to the simulation.</dd>

</dl>

sim: Generic for simulating time series copula models

Description

Usage

Value

Arguments