calc_quantiles.fc_vine: Calculate forecast quantiles from samples of the vine copula

In kdayday/forecasting: Probabilistic Solar Forecsting

Description

Calculate forecast quantiles from samples of the vine copula

Usage

## S3 method for class 'fc_vine'
calc_quantiles(x, samples = NA, samples.u = NA,
  quantiles = seq(0.001, 0.999, by = 0.001), ...)

Arguments

x	fc_vine object
samples	(optional) previously obtained 1-D samples to use instead of new sampling, e.g. for coordination with cVaR calculation
samples.u	(optional) previously obtained n-d samples to use instead of new sampling, e.g. for static vine copula model. samples overrides samples.u if both are given
quantiles	Sequence of quantiles in (0,1)

Value

A list of q, the quantiles on [0, 1], and x, the estimated values

kdayday/forecasting documentation built on Oct. 7, 2020, 7:16 p.m.