armafit2dvine {tscopula}R Documentation

Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object

Description

Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object

Usage

armafit2dvine(object)

Arguments

object

an object of class tscopulafit in which the copula is of class armacopula.

Value

An object of class tscopulafit in which the copula is a dvinecopula (for fitted AR copulas) or class dvinecopula2 (for fitted MA or ARMA copulas).


[Package tscopula version 0.3.9 Index]