dmarg

Compute the density function of the marginal model.

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

dmarg function

<dl><dt>x</dt>
<dd>an object of class margin.</dd>
<dt>y</dt>
<dd>vector of values for which density should be computed.</dd>
<dt>log</dt>
<dd>logical variable specifying whether log density should be
returned.</dd></dl>

Arguments

Compute density of marginal model — dmarg

<dl>

<dt>x</dt>
<dd>an object of class margin.</dd>


<dt>y</dt>
<dd>vector of values for which density should be computed.</dd>


<dt>log</dt>
<dd>logical variable specifying whether log density should be
returned.</dd>

</dl>

dmarg: Compute density of marginal model

Description

Usage

Value

Arguments

Examples