quantile-tscmfit-method: Quantile calculation method for VT-ARMA models
In tscopula: Time Series Copula Models
quantile,tscmfit-method R Documentation
Quantile calculation method for VT-ARMA models
Description
Quantile calculation method for VT-ARMA models
Usage
## S4 method for signature 'tscmfit'
quantile(x, alpha, last = FALSE)
Arguments
x
an object of class tscmfit based on underlying copula
of class armacopula.
alpha
a scalar probability value
last
logical value asserting that only the last volatility
prediction should be returned
Value
a vector of the same length as the data embedded in the tscmfit object.
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| quantile,tscmfit-method | R Documentation |
Quantile calculation method for VT-ARMA models
Description
Quantile calculation method for VT-ARMA models
Usage
## S4 method for signature 'tscmfit'
quantile(x, alpha, last = FALSE)
Arguments
x |
an object of class tscmfit based on underlying copula of class armacopula. |
alpha |
a scalar probability value |
last |
logical value asserting that only the last volatility prediction should be returned |
Value
a vector of the same length as the data embedded in the tscmfit object.
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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