dmarg {tscopula}R Documentation

Compute density of marginal model

Description

Compute the density function of the marginal model.

Usage

dmarg(x, y, log = FALSE)

Arguments

x

an object of class margin.

y

vector of values for which density should be computed.

log

logical variable specifying whether log density should be returned.

Value

A vector of values for the density.

Examples

margmod <- margin("gauss", pars = c(mu = 0, sigma = 1))
dmarg(margmod, c(-2, 0, 2), log = TRUE)

[Package tscopula version 0.3.9 Index]