tscokurt {tsmethods} | R Documentation |
Generic method for the co-kurtosis of a model.
tscokurt(object, ...)
object |
an object. |
... |
additional parameters passed to the method. |
The method calculates the conditional co-kurtosis of a model. Applications of this can be found in the Independent Factor Conditional Density Models.
The co-kurtosis tensor (folded or unfolded).