pit.gogarch.fft {tsmarch} | R Documentation |
Probability Integral Transform (PIT) for weighted FFT densities
Description
Probability Integral Transform (PIT) for weighted FFT densities
Usage
## S3 method for class 'gogarch.fft'
pit(object, actual, ...)
Arguments
object |
an object of class “gogarch.fft” or “gogarch.fftsim”. |
actual |
a vector of realized values representing the weighted values of the series for the period under consideration. |
... |
not used. |
Value
a matrix.
[Package tsmarch version 1.0.0 Index]