dcondvtarma {tscopula} | R Documentation |
Conditional density of VT-ARMA process
Description
Conditional density of VT-ARMA process
Usage
dcondvtarma(x, tscmmod, armamean, armasd)
Arguments
x |
vector of points at which density 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
vector with same length as x.
[Package tscopula version 0.3.9 Index]