predict_empirical: Prediction function for tscm class with empirical margin
In tscopula: Time Series Copula Models

predict_empirical

R Documentation

Prediction function for tscm class with empirical margin

Prediction function for tscm class with empirical margin

predict_empirical(object, data, x, type, qtype, proper)

`object`	an object of the class.
`data`	vector of past data values.
`x`	vector of arguments of prediction function.
`type`	type of prediction function ("df" for density, "qf" for quantile function or "dens" for density).
`qtype`	type of empirical quantile estimate.
`proper`	logical variable stating whether the standard empirical distribution function should be used when the margin is empirical; otherwise an improper distribution that is bounded away from 0 and 1 is used.