pcondvtarma {tscopula} | R Documentation |
Conditional distribution function of VT-ARMA Process
Description
Conditional distribution function of VT-ARMA Process
Usage
pcondvtarma(q, tscmmod, armamean, armasd)
Arguments
q |
point at which CDF should be calculated. |
tscmmod |
an object of class tscmfit based on underlying copula of class armacopula. |
armamean |
conditional mean of underlying ARMA process. |
armasd |
conditional standard deviation of underlying ARMA process. |
Value
a scalar value.
[Package tscopula version 0.3.9 Index]