generate_margins: Generate Marginal Distributions
In Reckziegel/CMA: Copula Marginal Algorithm (CMA)
generate_margins R Documentation
Generate Marginal Distributions
Description
This function takes a fitted object from the cma_fit class and generate
new scenarios for the marginal distributions.
Usage
generate_margins(model, n)
Arguments
model
An object of the cma_fit class.
n
An integer with the number of samples to be generated.
Value
An S3 list of the class marginal.
Examples
x <- matrix(diff(log(EuStockMarkets)), ncol = 4)
# fit the student t
dist <- fit_t(x)
dist
# generate new margins from the fitted model
generate_margins(dist, 10000)
Reckziegel/CMA documentation built on July 13, 2022, 10:31 p.m.
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| generate_margins | R Documentation |
Generate Marginal Distributions
Description
This function takes a fitted object from the cma_fit class and generate
new scenarios for the marginal distributions.
Usage
generate_margins(model, n)
Arguments
model |
An object of the |
n |
An |
Value
An S3 list of the class marginal.
Examples
x <- matrix(diff(log(EuStockMarkets)), ncol = 4) # fit the student t dist <- fit_t(x) dist # generate new margins from the fitted model generate_margins(dist, 10000)
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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