Rblattdens: Calculate Rosenblatt density function

View source: R/dvinecopula.R

RblattdensR Documentation

Calculate Rosenblatt density function

Description

Calculate Rosenblatt density function

Usage

Rblattdens(pc_list, data, x)

Arguments

pc_list

a list of pair copulas.

data

vector of past data values.

x

vector of arguments of Rosenblatt density function.

Value

a vector of values with same length as x.


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