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as.copuladata

Copula Data Objects

Description

The function as.copuladata coerces an object (data.frame, matrix, list) to a copuladata object.

Usage

as.copuladata(data)

Arguments

data

Either a data.frame, a matrix or a list containing copula data (i.e. data with uniform margins on [0,1]). The list elements have to be vectors of identical length.

Author(s)

Tobias Erhardt

See Also

Examples

data(daxreturns)

data <- as.matrix(daxreturns)
class(as.copuladata(data))

data <- as.data.frame(daxreturns)
class(as.copuladata(data))

data <- as.list(daxreturns)
names(data) <- names(daxreturns)
class(as.copuladata(data))
VineCopula

Statistical Inference of Vine Copulas

v2.4.1
GPL (>= 2)
Authors
Thomas Nagler [aut, cre], Ulf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], Tobias Erhardt [aut], Carlos Almeida [ctb], Aleksey Min [ctb, ths], Claudia Czado [ctb, ths], Mathias Hofmann [ctb], Matthias Killiches [ctb], Harry Joe [ctb], Thibault Vatter [ctb]
Initial release

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