wobjective

Additional objective for generalized processes

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

wobjective function

<dl><dt>theta</dt>
<dd>parameter of W copula</dd>
<dt>paircop</dt>
<dd>specification of W copula</dd>
<dt>theta_vt</dt>
<dd>parameter(s) of v-transform</dd>
<dt>vtgrad</dt>
<dd>gradient of v-transform</dd>
<dt>u</dt>
<dd>vector of data</dd></dl>

Arguments

Additional objective for generalized processes — wobjective

<dl>

<dt>theta</dt>
<dd>parameter of W copula</dd>


<dt>paircop</dt>
<dd>specification of W copula</dd>


<dt>theta_vt</dt>
<dd>parameter(s) of v-transform</dd>


<dt>vtgrad</dt>
<dd>gradient of v-transform</dd>


<dt>u</dt>
<dd>vector of data</dd>

</dl>

wobjective: Additional objective for generalized processes

Description

Usage

Value

Arguments