vtscopula_objective {tscopula}R Documentation

Objective function for vtscopula fitting

Description

Objective function for vtscopula fitting

Usage

vtscopula_objective(theta, fulcrum, modelspec, modeltype, vt, wcopula, y)

Arguments

theta

vector of parameters

fulcrum

fixed value for fulcrum

modelspec

list containing tscopula specification

modeltype

character vector specifying tscopula type

vt

a v transform

wcopula

W copula for serial dependence

y

vector of data

Value

Value of objective function at parameters.


[Package tscopula version 0.3.9 Index]