dvinecopula3-class {tscopula}

D-vine copula processes of type 3

Description

Class of objects for d-vine copula processes. See dvinecopula3 for more details.

Usage

## S4 method for signature 'dvinecopula3'
coef(object)

## S4 method for signature 'dvinecopula3'
kendall(object, lagmax = 20)

## S4 method for signature 'dvinecopula3'
show(object)

## S4 method for signature 'dvinecopula3'
sim(object, n = 1000)

## S4 method for signature 'dvinecopula3'
predict(object, data, x, type = "df")

Arguments

object

an object of the class.

lagmax

maximum value of lag.

n

length of realization.

data

vector of past data values.

x

vector of arguments of prediction function.

type

type of prediction function ("df" for density, "qf" for quantile function or "dens" for density).

Methods (by generic)

• coef(dvinecopula3): Coef Method for dvinecopula3 class

• kendall(dvinecopula3): Calculate Kendall's tau values for pair copulas in type 3 d-vine copula

• show(dvinecopula3): Show method for dvinecopula3 class

• sim(dvinecopula3): Simulation method for dvinecopula3 class

• predict(dvinecopula3): Prediction method for dvinecopula2 class

Slots

name

name of the d-vine copula process.

modelspec

list containing the family, rotation, and name of KPACF

pars

list comprising of the parameters.