kernelinv: Evaluates inverse probability distribution function for the...

Description Usage Arguments Value Author(s)

Description

Evaluates inverse probability distribution function for the input probability in order to get the data point

Usage

1
  kernelinv(p, xi, bw, wi)

Arguments

p

a vector containing the probabilities corresponding to which the data points have to be evaluated

xi

a vector containing the data set

bw

a numeric value containing Silverman bandwidth of the given data set

wi

a vector containing weights

Value

x a vector containing the evaluated numeric values of length equal to p

Author(s)

Manan Shah mkshah@tepper.cmu.edu


R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.