quantile,tscmfit-method {tscopula}

Quantile calculation method for VT-ARMA models

Description

Quantile calculation method for VT-ARMA models

Usage

## S4 method for signature 'tscmfit'
quantile(x, alpha, last = FALSE)

Arguments

x

an object of class tscmfit based on underlying copula of class armacopula.

alpha

a scalar probability value

last

logical value asserting that only the last volatility prediction should be returned

Value

a vector of the same length as the data embedded in the tscmfit object.