Man pages for QPBoot
Model Validation using Quantile Spectral Analysis and Parametric Bootstrap
| alphaq | Returns a function to retrieve the alpha-quantile from a... |
| arg.names | Returns the argument names of a function. |
| compare.arg.names | Compare arguments with character vector |
| computeCIs-QPBoot | Pointwise Confidence Intervalls |
| dax | DAX: Deutscher Aktien Index 2000-2010 |
| Estimate-tsModel | Estimates the parameter of a tsModel-class |
| generics-accessors | Generic functions for accessing attributes of objects These... |
| Models | Predefined Time-Series Models |
| plot-QPBoot | Plot the values of a 'QPBoot'. |
| QPBoot-class | Class for a Parametric Bootstrap based on Quantile Spectral... |
| QPBoot-constructor | qpBoot |
| QPBoot-package | Quantile Spectral Analysis for Parametric Bootstrap |
| setEstimate-tsModel | Sets the estimation Method of a tsModel-class |
| setParameter-tsModel | Sets the Parameter of a tsModel-class manually |
| setSimulate-tsModel | Sets the simulation Method of a tsModel-class |
| Simulate-tsModel | Simulates from a tsModel-class |
| tsModel-class | Class for a Parametric Time-Series Model |
