vtscopula {tscopula}

Constructor function for vtscopula object

Description

Constructor function for vtscopula object

Usage

vtscopula(tscopulaU, Vtransform = Vlinear(), Wcopula = swncopula())

Arguments

tscopulaU

an object of class armacopula, dvinecopula or dvinecopula2.

Vtransform

an object of class Vtransform.

Wcopula

an object of class tscopula.

Value

An object of class vtscopula.

Examples

copobject <- armacopula(pars = list(ar = 0.6, ma = 0.2))
vtscopula(copobject, Vtransform = V2p())