On Fri, 6 Sep 2013 16:36:02 +0200, Francesco Miranda wrote: FM> How to calculate the probability P (xt <q | yt <q) where xt and yt FM> are two time series and q is a conditional quantile. thankFrancesco FM> Miranda [[alternative HTML version deleted]] FM>
This is a non-R question. What do you know about these time series, specifically about their joint distribution? Also, is "t" a single time point or a sequence of time points? In the first case, we are just dealing with a bivariate distribution. Finally, what do you mean by "conditional quantile", conditional on what? Adelchi Azzalini <azzal...@stat.unipd.it> Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
