qmarg {tscopula} | R Documentation |
Compute quantiles of marginal model
Description
Compute the quantile function of the marginal model.
Usage
qmarg(x, p)
Arguments
x |
an object of class margin. |
p |
vector of probabilities for which quantiles should be computed. |
Value
A vector of values for the quantile function.
Examples
margmod <- margin("gauss", pars = c(mu = 0, sigma = 1))
qmarg(margmod, c(0.05, 0.5, 0.95))
[Package tscopula version 0.3.9 Index]