sarma2dvine {tscopula} | R Documentation |
Transform a sarmacopula into a dvinecopula2 object
Description
Transform a sarmacopula into a dvinecopula2 object
Usage
sarma2dvine(object)
Arguments
object |
an object of class sarmacopula. |
Value
An object of class dvinecopula2.
Examples
sarma2dvine(sarmacopula(list(ar = 0.5, ma = 0.4, sar = 0.2, sma = 0.6), period = 4))
[Package tscopula version 0.3.9 Index]