fit,tscopulafit-method {tscopula} | R Documentation |
Fit method for tscopulafit class
Description
Fit method for tscopulafit class
Usage
## S4 method for signature 'tscopulafit'
fit(x, y, tsoptions = list(), control = list(warn.1d.NelderMead = FALSE))
Arguments
x |
an object of class tscopulafit. |
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
|
Value
An object of class tscopulafit.
Examples
ar1 <- armacopula(list(ar = 0.7))
data <- sim(ar1, 1000)
ar1fit <- fit(fit(ar1, data), sim(ar1, 1000))
[Package tscopula version 0.3.9 Index]