dmarg: Compute density of marginal model

In tscopula: Time Series Copula Models

Compute density of marginal model

Description

Compute the density function of the marginal model.

Usage

dmarg(x, y, log = FALSE)

Arguments

x	an object of class margin.
y	vector of values for which density should be computed.
log	logical variable specifying whether log density should be returned.

Value

A vector of values for the density.

Examples

margmod <- margin("gauss", pars = c(mu = 0, sigma = 1))
dmarg(margmod, c(-2, 0, 2), log = TRUE)

tscopula documentation built on May 29, 2024, 5:53 a.m.