qHat: Estimated theta quantile based on a given series

View source: R/qHat.R

qHatR Documentation

Estimated theta quantile based on a given series

Description

Computing the estimated quantile according to a given series for a given level of theta

Usage

qHat(xt, theta = 0.95)

Arguments

xt

A vector representing a series.

theta

A value from 0 to 1. Default is 0.95.

Value

A numeric number


MEFM documentation built on June 22, 2024, 10:42 a.m.