tscokurt {tsmethods} | R Documentation |
Co-Kurtosis
Description
Generic method for the co-kurtosis of a model.
Usage
tscokurt(object, ...)
Arguments
object |
an object. |
... |
additional parameters passed to the method. |
Details
The method calculates the conditional co-kurtosis of a model. Applications of this can be found in the Independent Factor Conditional Density Models.
Value
The co-kurtosis tensor (folded or unfolded).
[Package tsmethods version 1.0.2 Index]