corelement {factorstochvol}

Extract "true" model-implied correlations of two series only

Description

corelement extracts the model-implied (time-varying) correlations between (exactly) two component series.

Usage

corelement(x, i, j, these = seq_len(nrow(x$y)))

Arguments

x

Object of class 'fsvsim', usually resulting from a call of the function fsvsim.

i

Index of component series 1.

j

Index of component series 2.

these

Vector indicating which points in time should be extracted.

Value

Vector with the requested correlations.

See Also

Other simulation: cormat.fsvsim(), covelement(), covmat.fsvsim()