residCov-methods function

Generic function for residCov and residCor

Generic function for residCov and residCor

residCov and residCov are a generic functions to extract residual covariance and residual correlation from a system of fitted regressions respectively.

residCov(object,...) residCor(object,...) ## S4 method for signature 'MultiChainLadder' residCov(object,...) ## S4 method for signature 'MultiChainLadder' residCor(object,...)

Arguments

  • object: An object of class "MultiChainLadder".
  • ...: Currently not used.

Author(s)

Wayne Zhang actuary_zhang@hotmail.com

See Also

See also MultiChainLadder.

  • Maintainer: Markus Gesmann
  • License: GPL (>= 2)
  • Last published: 2025-02-06