vtscopula

Constructor function for vtscopula object

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

vtscopula function

<dl><dt>tscopulaU</dt>
<dd>an object of class
armacopula, dvinecopula or dvinecopula2.</dd>
<dt>Vtransform</dt>
<dd>an object of class Vtransform.</dd>
<dt>Wcopula</dt>
<dd>an object of class tscopula.</dd></dl>

Arguments

Constructor function for vtscopula object — vtscopula

<dl>

<dt>tscopulaU</dt>
<dd>an object of class
armacopula, dvinecopula or dvinecopula2.</dd>


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


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

</dl>

vtscopula: Constructor function for vtscopula object

Description

Usage

Value

Arguments

Examples