get_hat: Compute hat for X

Usage Arguments

Usage

1
get_hat(df_X, hat)

Arguments

df_X

A dataframe with 4 columns: date, index, variable and value.

hat

A numeric vector containing the quantiles to compute, centered on the median. For example hat = c(0.5, 0.95) will compute the interquartile range as well as the 95

A dataframe Compute quantile intervals (hat) for states trajectories $X_t$.


StateSpaceModels/ssminr documentation built on Feb. 7, 2020, 8:20 p.m.