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]