qmarg: Compute quantiles of marginal model

In tscopula: Time Series Copula Models

Compute quantiles of marginal model

Description

Compute the quantile function of the marginal model.

Usage

qmarg(x, p)

Arguments

x	an object of class margin.
p	vector of probabilities for which quantiles should be computed.

Value

A vector of values for the quantile function.

Examples

margmod <- margin("norm", pars = c(mean = 0, sd = 1))
qmarg(margmod, c(0.05, 0.5, 0.95))

tscopula documentation built on May 7, 2022, 5:06 p.m.