fit,margin-method {tscopula}

Fit method for margin class

Description

Fit method for margin class

Usage

## S4 method for signature 'margin'
fit(x, y, tsoptions = list(), control = list())

Arguments

x

an object of class margin.

y

a vector or time series of data.

tsoptions

list of optional arguments: hessian is logical variable specifying whether Hessian matrix should be returned; start is vector od named starting values

control

list of control parameters to be passed to the optim function.

Value

An object of class marginfit.

Examples

margmod <- margin("gauss", pars = c(mu = 0, sigma = 1))
data <- sim(margmod, n = 500)
fit(margmod, data)