tscopulaU-class

<p>S4 Class union for basic time series copula types. These are
armacopula, dvinecopula and dvinecopula2,</p>

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

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tscopulaU-class: Time series copulas of class tscopulaU

Description

Arguments