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]