| Compute partial autocorrelations from autocorrelations | acf2pacf |
| Akaike Corrected Information Criterion | AICc |
| Transform an armacopula into a dvinecopula or dvinecopula2 object | arma2dvine |
| Constructor function for ARMA copula process | armacopula |
| ARMA copula processes | armacopula-class coef,armacopula-method kendall,armacopula-method predict,armacopula-method show,armacopula-method sim,armacopula-method |
| Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object | armafit2dvine |
| Bitcoin price data 2016-19 | bitcoin |
| Convert tscopula object to tscm object | coerce,tscopula,tscm-method |
| Convert tscopulafit object to be tscmfit object | coerce,tscopulafit,tscmfit-method |
| CPI inflation data 1959-2020 | cpi |
| Compute density of marginal model | dmarg |
| Double Weibull distribution | ddoubleweibull doubleweibull pdoubleweibull qdoubleweibull rdoubleweibull |
| Constructor function for dvinecopula process | dvinecopula |
| D-vine copula processes | coef,dvinecopula-method dvinecopula-class kendall,dvinecopula-method predict,dvinecopula-method show,dvinecopula-method sim,dvinecopula-method |
| Constructor function for dvinecopula2 process | dvinecopula2 |
| D-vine copula processes of type 2 | coef,dvinecopula2-method dvinecopula2-class kendall,dvinecopula2-method predict,dvinecopula2-method show,dvinecopula2-method sim,dvinecopula2-method |
| Constructor function for dvinecopula3 process | dvinecopula3 |
| D-vine copula processes of type 3 | coef,dvinecopula3-method dvinecopula3-class kendall,dvinecopula3-method predict,dvinecopula3-method show,dvinecopula3-method sim,dvinecopula3-method |
| Constructor function for dvinecopulavt process | dvinecopulavt |
| D-vine copula processes with v-transforms | coef,dvinecopulavt-method dvinecopulavt-class kendall,dvinecopulavt-method predict,dvinecopulavt-method show,dvinecopulavt-method sim,dvinecopulavt-method |
| Construct empirical margin | edf |
| Generic for estimating time series models | fit |
| Fit method for margin class | fit,margin-method |
| Fit method for tscm class | fit,tscm-method |
| Fit method for tscopulafit class | fit,tscopulafit-method |
| Fit method for tscopulaU class | fit,tscopulaU-method |
| Fit method for vtscopula class | fit,vtscopula-method |
| Gaussian distribution | dgauss gauss pgauss qgauss rgauss |
| Centred Gaussian distribution | dgauss0 gauss0 pgauss0 qgauss0 rgauss0 |
| Generalized lagging function | glag |
| Generic for Kendall correlations | kendall |
| Kalman filter for ARMA copula model | kfilter |
| KPACF of ARFIMA process | kpacf_arfima |
| KPACF of ARMA process | kpacf_arma |
| KPACF of fractional Brownian noise | kpacf_fbn |
| KPACF of monthly seasonal ARMA process | kpacf_sarma12 |
| KPACF of quarterly seasonal ARMA process | kpacf_sarma4 |
| Laplace distribution | dlaplace laplace plaplace qlaplace rlaplace |
| Centred Laplace distribution | dlaplace0 laplace0 plaplace0 qlaplace0 rlaplace0 |
| Constructor function for margin | margin |
| Marginal model for time series | coef,margin-method margin-class show,margin-method sim,margin-method |
| Fitted marginal model for time series | logLik,marginfit-method marginfit-class |
| Check for invertibility of ARMA process | non_invert |
| Check for causality of ARMA process | non_stat |
| Compute autocorrelations from partial autocorrelations | pacf2acf |
| Compute autoregressive coefficients from partial autocorrelations | pacf2ar |
| Compute coincidence probability for v-transform | pcoincide |
| Adjusted empirical distribution function | pedf |
| Plot method for marginfit class | plot,marginfit,missing-method |
| Plot method for tscmfit class | plot,tscmfit,missing-method |
| Plot method for tscopulafit class | plot,tscopulafit,missing-method |
| Plot method for Vtransform class | plot,Vtransform,missing-method |
| Compute CDF of marginal model | pmarg |
| Profile likelihood for fulcrum parameter | profilefulcrum |
| Compute quantiles of marginal model | qmarg |
| Quantile calculation method for VT-ARMA models | quantile,tscmfit-method |
| Rosenblatt backward function with v-transforms | Rbackward |
| Inverse Rosenblatt forward function with v-transforms | RforwardI |
| Calculate standard errors safely | safe_ses |
| Transform a sarmacopula object into an armacopula object | sarma2arma |
| Transform a sarmacopula into a dvinecopula2 object | sarma2dvine |
| Constructor function for SARMA copula process | sarmacopula |
| SARMA copula processes | coef,sarmacopula-method kendall,sarmacopula-method predict,sarmacopula-method sarmacopula-class show,sarmacopula-method sim,sarmacopula-method |
| Skew double Weibull distribution | dsdoubleweibull psdoubleweibull qsdoubleweibull rsdoubleweibull sdoubleweibull |
| Standard deviation of innovations for armacopula | sigmastarma |
| Generic for simulating time series copula models | sim |
| Skew Laplace distribution | dslaplace pslaplace qslaplace rslaplace slaplace |
| Skew Student t distribution | dsst psst qsst rsst sst |
| Student t distribution | dst pst qst rst st |
| Centred Student t distribution | dst0 pst0 qst0 rst0 st0 |
| Stochastic inverse of a v-transform | stochinverse |
| Calculate standardized ranks of data | strank |
| Constructor function for strict white noise copula process | swncopula |
| Strict white noise copula process | coef,swncopula-method show,swncopula-method sim,swncopula-method swncopula-class |
| Constructor function for time series | tscm |
| Full models | coef,tscm-method kendall,tscm-method predict,tscm-method show,tscm-method sim,tscm-method tscm-class |
| Fitted tscm model | logLik,tscmfit-method predict,tscmfit-method resid,tscmfit-method tscmfit-class |
| Time series copula processes | tscopula-class |
| Fitted time series copula processes | coef,tscopulafit-method kendall,tscopulafit-method logLik,tscopulafit-method predict,tscopulafit-method resid,tscopulafit-method show,tscopulafit-method sim,tscopulafit-method tscopulafit-class |
| Time series copulas of class tscopulaU | tscopulaU-class |
| Constructor function for 2-parameter beta v-transform | V2b |
| Constructor function for 2-parameter v-transform | V2p |
| Constructor function for 3-parameter beta v-transform | V3b |
| Constructor function for 3-parameter v-transform | V3p |
| Constructor function for degenerate v-transform | Vdegenerate |
| Calculate conditional down probability of v-transform | vdownprob |
| Calculate gradient of v-transform | vgradient |
| Calculate inverse of v-transform | vinverse |
| Constructor function for linear v-transform | Vlinear |
| Constructor function for symmetric v-transform | Vsymmetric |
| Evaluate a v-transform | vtrans |
| Class of v-transforms | coef,Vtransform-method show,Vtransform-method Vtransform-class |
| Class of invertible v-transforms | VtransformI-class |
| Constructor function for vtscopula object | vtscopula |
| Time series copula processes with v-transforms | coef,vtscopula-method kendall,vtscopula-method predict,vtscopula-method show,vtscopula-method sim,vtscopula-method vtscopula-class |
