fit,tscopulaU-method {tscopula}R Documentation

Fit method for tscopulaU class

Description

Fit method for tscopulaU class

Usage

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

Arguments

x

an object of class tscopulaU.

y

vector or time series of data to which the copula process is to be fitted.

tsoptions

list of options

control

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

Value

An object of class tscopulafit.

Examples

data <- sim(armacopula(list(ar = 0.5, ma = 0.4)), n = 1000)
fit(armacopula(list(ar = 0.5, ma = 0.4)), data)

[Package tscopula version 0.3.9 Index]