pedf

Adjusted empirical distribution function

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

pedf function

<dl><dt>x</dt>
<dd>argument of empirical distribution function.</dd>
<dt>data</dt>
<dd>vector of data for constructing empirical
distribution function.</dd>
<dt>proper</dt>
<dd>logical variable which when set to TRUE will return
the standard empirical distribution function.</dd></dl>

Arguments

Adjusted empirical distribution function — pedf

<dl>

<dt>x</dt>
<dd>argument of empirical distribution function.</dd>


<dt>data</dt>
<dd>vector of data for constructing empirical
distribution function.</dd>


<dt>proper</dt>
<dd>logical variable which when set to TRUE will return
the standard empirical distribution function.</dd>

</dl>

pedf: Adjusted empirical distribution function

Description

Usage

Value

Arguments