uGASSpec-class: Class for the univariate GAS model specification

Description Objects from the Class Slots Methods Author(s)

Description

Class for the univariate GAS model specification.

Objects from the Class

A virtual Class: No objects may be created from it.

Slots

Spec:

Object of class list. Contains information about the univariate GAS specification:

  • Dist: character containing the conditional distribution assumption.

  • ScalingType: character indicating the scaling mechanism for the conditional score.

  • iK: numeric representing the number of (possibly) time-varying parameters implied by the distributional assumption.

  • GASPar list with elements: location, scale, skewness, shape, shape2.

Methods

Author(s)

Leopoldo Catania


GAS documentation built on April 28, 2020, 1:08 a.m.