predict_empirical {tscopula} | R Documentation |
Prediction function for tscm class with empirical margin
Description
Prediction function for tscm class with empirical margin
Usage
predict_empirical(object, data, x, type, qtype, proper)
Arguments
object |
an object of the class. |
data |
vector of past data values. |
x |
vector of arguments of prediction function. |
type |
type of prediction function ("df" for density, "qf" for quantile function or "dens" for density). |
qtype |
type of empirical quantile estimate. |
proper |
logical variable stating whether the standard empirical distribution function should be used when the margin is empirical; otherwise an improper distribution that is bounded away from 0 and 1 is used. |
[Package tscopula version 0.3.9 Index]