[R] calculate the probability

[Adelchi Azzalini]

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  <azzalini at stat.unipd.it>
Dipart.Scienze Statistiche, Università di Padova, Italia
tel. +39 049 8274147,  http://azzalini.stat.unipd.it/