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]