distr_var: Compute Variance

In gasmodel: Generalized Autoregressive Score Models

Compute Variance

Description

A function computing variance for a given distribution.

Usage

distr_var(f, distr, param = NULL, par_link = NULL)

Arguments

f	Parameters. For the same parameters for all observations, a numeric vector. For individual parameters for each observation, a numeric matrix with rows corresponding to observations.
distr	A distribution.
param	A parametrization of the distribution.
par_link	An optional logical vector indicating whether the logarithmic/logistic link should be applied to restricted parameters in order to obtain unrestricted values. Defaults to keeping the original link for all parameters.

Value

The variance.

See Also

distr()

Examples

# Variance for the negative binomial distribution
distr_var(f = c(0.5, 1.2), distr = "negbin")

# Variance for the multivariate normal distribution
distr_var(f = c(0, 0, 1, 1, 0.5), distr = "mvnorm")

gasmodel documentation built on Aug. 30, 2023, 1:09 a.m.