qcondvtarma {tscopula} | R Documentation |
Conditional quantiles of VT-ARMA process
Description
Conditional quantiles of VT-ARMA process
Usage
qcondvtarma(p, tscmmod, armamean, armasd)
Arguments
p |
point at which quantile 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]