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]