IRblatt: Calculate inverse Rosenblatt function

View source: R/dvinecopula.R

IRblattR Documentation

Calculate inverse Rosenblatt function

Description

Calculate inverse Rosenblatt function

Usage

IRblatt(pc_list, data, q)

Arguments

pc_list

a list of pair copulas.

data

vector of past data values.

q

vector of arguments of inverse Rosenblatt function.

Value

a vector of values with same length as q.


tscopula documentation built on May 7, 2022, 5:06 p.m.