tscm

Constructor function 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

tscm function

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

Arguments

Constructor function for time series — tscm

<dl>

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


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

</dl>

tscm: Constructor function for time series

Description

Usage

Value

Arguments

Examples