predict_empirical: Prediction function for tscm class with empirical margin

In tscopula: Time Series Copula Models

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 7, 2022, 5:06 p.m.