tsc_objectivea

Objective function for full of tscopula plus margin model

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

tsc_objectivea function

<dl><dt>theta</dt>
<dd>vector of parameter values</dd>
<dt>modelspec</dt>
<dd>list containing model specification</dd>
<dt>modeltype</dt>
<dd>character string giving type of model</dd>
<dt>dens</dt>
<dd>marginal density function</dd>
<dt>cdf</dt>
<dd>marginal cdf</dd>
<dt>y</dt>
<dd>vector of data values</dd></dl>

Arguments

Objective function for full of tscopula plus margin model — tsc_objectivea

<dl>

<dt>theta</dt>
<dd>vector of parameter values</dd>


<dt>modelspec</dt>
<dd>list containing model specification</dd>


<dt>modeltype</dt>
<dd>character string giving type of model</dd>


<dt>dens</dt>
<dd>marginal density function</dd>


<dt>cdf</dt>
<dd>marginal cdf</dd>


<dt>y</dt>
<dd>vector of data values</dd>

</dl>

tsc_objectivea: Objective function for full of tscopula plus margin model

Description

Usage

Value

Arguments