qmarg

Compute the quantile 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

qmarg function

<dl><dt>x</dt>
<dd>an object of class margin.</dd>
<dt>p</dt>
<dd>vector of probabilities for which quantiles should be computed.</dd></dl>

Arguments

Compute quantiles of marginal model — qmarg

<dl>

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


<dt>p</dt>
<dd>vector of probabilities for which quantiles should be computed.</dd>

</dl>

qmarg: Compute quantiles of marginal model

Description

Usage

Value

Arguments

Examples