| glag {tscopula} | R Documentation |
Generalized lagging function
Description
Generalized lagging function
Usage
glag(x, lagmax = 20, glagplot = FALSE)
Arguments
x |
an object of class tscopulafit. |
lagmax |
maximum value for lag. |
glagplot |
logical value indicating generalized lag plot. |
Value
If glagplot is TRUE a list of generalized lagged datasets
of maximum length 9 is returned to facilitate a generalized lagplot.
If glagplot is FALSE a vector of length lagmax containing
the Kendall rank correlations for the generalized lagged datasets is returned.
[Package tscopula version 0.3.9 Index]