pmarg

Compute the cumulative distribution 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

pmarg function

<dl><dt>x</dt>
<dd>an object of class margin.</dd>
<dt>q</dt>
<dd>vector of values at which CDF should be computed.</dd></dl>

Arguments

Compute CDF of marginal model — pmarg

<dl>

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


<dt>q</dt>
<dd>vector of values at which CDF should be computed.</dd>

</dl>

pmarg: Compute CDF of marginal model

Description

Usage

Value

Arguments

Examples