qcondvtarma: Conditional quantiles of VT-ARMA process
In tscopula: Time Series Copula Models
View source: R/helper_vtarma.R
qcondvtarma R Documentation
Conditional quantiles of VT-ARMA process
Description
Conditional quantiles of VT-ARMA process
Usage
qcondvtarma(p, tscmmod, armamean, armasd)
Arguments
p
point at which quantile should be calculated.
tscmmod
an object of class tscmfit based on underlying copula
of class armacopula.
armamean
conditional mean of underlying ARMA process.
armasd
conditional standard deviation of underlying ARMA process.
Value
a scalar value.
tscopula documentation built on May 7, 2022, 5:06 p.m.
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View source: R/helper_vtarma.R
| qcondvtarma | R Documentation |
Conditional quantiles of VT-ARMA process
Description
Conditional quantiles of VT-ARMA process
Usage
qcondvtarma(p, tscmmod, armamean, armasd)
Arguments
p |
point at which quantile should be calculated. |
tscmmod |
an object of class tscmfit based on underlying copula of class armacopula. |
armamean |
conditional mean of underlying ARMA process. |
armasd |
conditional standard deviation of underlying ARMA process. |
Value
a scalar value.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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