qmarg: Compute quantiles of marginal model
In tscopula: Time Series Copula Models
qmarg R Documentation
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("gauss", pars = c(mu = 0, sigma = 1))
qmarg(margmod, c(0.05, 0.5, 0.95))
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| qmarg | R Documentation |
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("gauss", pars = c(mu = 0, sigma = 1))
qmarg(margmod, c(0.05, 0.5, 0.95))
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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