Learn R Programming

tsmethods (version 1.0.2)

tscoskew: Co-Skewness

Description

Generic method for the co-skewness of a model.

Usage

tscoskew(object, ...)

Value

The co-skewness tensor (folded or unfolded).

Arguments

object

an object.

...

additional parameters passed to the method.

Details

The method calculates the conditional co-skewness of a model. Applications of this can be found in the Independent Factor Conditional Density Models.