GPCAvarest2-class {RMAWGEN}

GPCAvarest2-class

Description

This class inherits varest2 and contains all information about GPCA (GPCA transformation.

Details

GPCA_data:

A "GPCA" S3 object containing the parameters of the Multi-variate Gaussianization of the time series, it is the result of GPCA function applied to the input data of getVARmodel

GPCA_residuals:

A "GPCA" S3 object containing the parameters of the Multi-variate Gaussianization of the residuals of the VAR model contained in the VAR slot; it is NULL if no Gaussiatization of residuals is applied. Object of class "list"

VAR:

S3 Object of class "varest"

#' @note A GPCAvarest2 object can be created by new("GPCAvarest2", ...) or returned by the function getVARmodel

Author(s)

Emanuele Cordano

Examples

showClass("GPCAvarest2")