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]