TCM: Tail conditional median function

In GenHMM1d: Goodness-of-Fit for Univariate Hidden Markov Models

Description

This function computes the tail conditional median of a univariate distribution

Usage

TCM(family, p, param, size = 0, Nsim = 25000)

Arguments

family	distribution name; run the command distributions() for help
p	(1 x 1) values between 0 and 1
param	parameters of the distribution
size	additional parameter for some discrete distributions
Nsim	number of simulations

Value

tcm	tail conditional median

Examples

family = "gaussian"

Q = 1 ; theta = matrix(c(-1.5, 1.7),1,2) ;
tcm = TCM(family, (0.01), theta)
print('Tail conditional mean : ')
print(tcm$tcm)

GenHMM1d documentation built on Jan. 21, 2021, 9:07 a.m.