AICc                    Akaike Corrected Information Criterion
V2b                     Constructor function for 2-parameter beta
                        v-transform
V2p                     Constructor function for 2-parameter
                        v-transform
V3b                     Constructor function for 3-parameter beta
                        v-transform
V3p                     Constructor function for 3-parameter
                        v-transform
Vdegenerate             Constructor function for degenerate v-transform
Vlinear                 Constructor function for linear v-transform
Vsymmetric              Constructor function for symmetric v-transform
Vtransform-class        Class of v-transforms
VtransformI-class       Class of invertible v-transforms
acf2pacf                Compute partial autocorrelations from
                        autocorrelations
arma2dvine              Transform an armacopula into a dvinecopula or
                        dvinecopula2 object
armacopula              Constructor function for ARMA copula process
armacopula-class        ARMA copula processes
armafit2dvine           Transform a fitted armacopula into a fitted
                        dvinecopula or dvinecopula2 object
bitcoin                 Bitcoin price data 2016-19
coerce,tscopula,tscm-method
                        Convert tscopula object to tscm object
coerce,tscopulafit,tscmfit-method
                        Convert tscopulafit object to be tscmfit object
cpi                     CPI inflation data 1959-2020
dmarg                   Compute density of marginal model
doubleweibull           Double Weibull distribution
dvinecopula             Constructor function for dvinecopula process
dvinecopula-class       D-vine copula processes
dvinecopula2            Constructor function for dvinecopula2 process
dvinecopula2-class      D-vine copula processes of type 2
dvinecopula3            Constructor function for dvinecopula3 process
dvinecopula3-class      D-vine copula processes of type 3
edf                     Construct empirical margin
fit                     Generic for estimating time series models
fit,margin-method       Fit method for margin class
fit,tscm-method         Fit method for tscm class
fit,tscopulaU-method    Fit method for tscopulaU class
fit,tscopulafit-method
                        Fit method for tscopulafit class
fit,vtscopula-method    Fit method for vtscopula class
gauss                   Gaussian distribution
gauss0                  Centred Gaussian distribution
glag                    Generalized lagging function
kendall                 Generic for Kendall correlations
kfilter                 Kalman filter for ARMA copula model
kpacf_arfima            KPACF of ARFIMA process
kpacf_arma              KPACF of ARMA process
kpacf_fbn               KPACF of fractional Brownian noise
kpacf_sarma12           KPACF of monthly seasonal ARMA process
kpacf_sarma4            KPACF of quarterly seasonal ARMA process
laplace                 Laplace distribution
laplace0                Centred Laplace distribution
margin                  Constructor function for margin
margin-class            Marginal model for time series
marginfit-class         Fitted marginal model for time series
non_invert              Check for invertibility of ARMA process
non_stat                Check for causality of ARMA process
pacf2acf                Compute autocorrelations from partial
                        autocorrelations
pacf2ar                 Compute autoregressive coefficients from
                        partial autocorrelations
pcoincide               Compute coincidence probability for v-transform
pedf                    Adjusted empirical distribution function
plot,Vtransform,missing-method
                        Plot method for Vtransform class
plot,marginfit,missing-method
                        Plot method for marginfit class
plot,tscmfit,missing-method
                        Plot method for tscmfit class
plot,tscopulafit,missing-method
                        Plot method for tscopulafit class
pmarg                   Compute CDF of marginal model
profilefulcrum          Profile likelihood for fulcrum parameter
qmarg                   Compute quantiles of marginal model
quantile,tscmfit-method
                        Quantile calculation method for VT-ARMA models
safe_ses                Calculate standard errors safely
sarma2arma              Transform a sarmacopula object into an
                        armacopula object
sarma2dvine             Transform a sarmacopula into a dvinecopula2
                        object
sarmacopula             Constructor function for SARMA copula process
sarmacopula-class       SARMA copula processes
sdoubleweibull          Skew double Weibull distribution
sigmastarma             Standard deviation of innovations for
                        armacopula
sim                     Generic for simulating time series copula
                        models
slaplace                Skew Laplace distribution
sst                     Skew Student t distribution
st                      Student t distribution
st0                     Centred Student t distribution
stochinverse            Stochastic inverse of a v-transform
strank                  Calculate standardized ranks of data
swncopula               Constructor function for strict white noise
                        copula process
swncopula-class         Strict white noise copula process
tscm                    Constructor function for time series
tscm-class              Full models
tscmfit-class           Fitted tscm model
tscopula-class          Time series copula processes
tscopulaU-class         Time series copulas of class tscopulaU
tscopulafit-class       Fitted time series copula processes
vdownprob               Calculate conditional down probability of
                        v-transform
vgradient               Calculate gradient of v-transform
vinverse                Calculate inverse of v-transform
vtrans                  Evaluate a v-transform
vtscopula               Constructor function for vtscopula object
vtscopula-class         Time series copula processes with v-transforms
