mklist_dvine3 {tscopula}R Documentation

Make list of pair copulas for dvinecopula3 object

Description

Make list of pair copulas for dvinecopula3 object

Usage

mklist_dvine3(x, maxlag, truncate, tol = 1)

Arguments

x

an object of class dvinecopula3

maxlag

maximum possible lag to consider

truncate

logical variable stating whether to truncate copulas with negligible dependence

tol

tolerance for truncation

Value

a list of pair copulas


[Package tscopula version 0.3.9 Index]