| 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]