glag_for_dvinecopula {tscopula}R Documentation

Generalized lagging for fitted dvinecopula objects

Description

Generalized lagging for fitted dvinecopula objects

Usage

glag_for_dvinecopula(copula, data, lagmax, glagplot = FALSE)

Arguments

copula

a dvinecopula object

data

the data to which copula is fitted

lagmax

the maximum lag value.

glagplot

logical value indicating generalized lag plot.

Value

If glagplot is TRUE a list of generalized lagged datasets of maximum length 9 is returned to facilitate a generalized lagplot. If glagplot is FALSE a vector of length lagmax containing the Kendall rank correlations for the generalized lagged datasets is returned.


[Package tscopula version 0.3.9 Index]