arma2dvine {tscopula} | R Documentation |
Transform an armacopula into a dvinecopula or dvinecopula2 object
Description
Transform an armacopula into a dvinecopula or dvinecopula2 object
Usage
arma2dvine(object)
Arguments
object |
an object of class armacopula. |
Value
An object of class dvinecopula (for AR copulas) or class dvinecopula2 (for MA or ARMA copulas).
Examples
arma2dvine(armacopula(list(ar = 0.5, ma = 0.4)))
[Package tscopula version 0.3.9 Index]