This function combines first momoent estimation from fitted regression models and second moment estimation from Mse method to construct an object of class "MultiChainLadder", for which a variety of methods are defined, such as summary and plot.
Usage
JoinFitMse(models, mse.models)
Arguments
models
fitted regression models, either of class "MCLFit" or "GMCLFit".
mse.models
output from a call to Mse, which is of class "MultiChainLadderMse".