predict_empirical: Prediction function for tscm class with empirical margin

View source: R/full_models.R

predict_empiricalR Documentation

Prediction function for tscm class with empirical margin

Description

Prediction function for tscm class with empirical margin

Usage

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

Arguments

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.


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