fit-test-generics: Goodness-of-Fit Test Generics

In fEGarch: SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

Goodness-of-Fit Test Generics

Description

Generics for different goodness-of-fit tests. Currently without use.

Usage

ljung_box_test(
  object,
  m_max = 20,
  weight_f = function(lag) {
     m <- max(lag)
     (m + 1 - lag)/m
 },
  adj_df = NULL,
  silent = FALSE,
  ...
)

sign_bias_test(object, silent = FALSE, ...)

goodn_of_fit_test(object, n_bins = c(20, 30, 40, 50), silent = FALSE, ...)

fit_test_suite(
  object,
  args_lbt = list(),
  args_sbt = list(),
  args_goft = list(),
  silent = FALSE,
  ...
)

Arguments

object	currently without use.
m_max	currently without use.
weight_f	currently without use.
adj_df	currently without use.
silent	currently without use.
...	currently without use.
n_bins	currently without use.
args_lbt	currently without use.
args_sbt	currently without use.
args_goft	currently without use.

Value

The generics are currently without use and do not return anything.

fEGarch documentation built on Sept. 11, 2025, 5:11 p.m.