Class to calculate copula covariances from a time series with given levels.Calculates for each combination of levels and for all the copula covariances and writes it to values[k]
from its superclass LagOperator
.
Calculates for each combination of levels
and for all the copula covariances
and writes it to values[k]
from its superclass LagOperator
.
For each lag k = 0, ..., maxLag
and combination of levels from levels.1 x levels.2
the statistic [REMOVE_ME]
is determined and stored to the array values
.
class
For each lag k = 0, ..., maxLag
and combination of levels from levels.1 x levels.2
the statistic
is determined and stored to the array values
.
Currently, the implementation of this class allows only for the analysis of univariate time series.