standard_error_distribution: Standardized error distribution of a fitted model
In stochvolTMB: Likelihood Estimation of Stochastic Volatility Models
standard_error_distribution R Documentation
Standardized error distribution of a fitted model
Description
The distribution of y_t / (sigma_y * exp(h_t / 2)) given h_t. It has mean zero and unit variance.
Usage
standard_error_distribution(object)
Arguments
object
A stochvolTMB object.
Value
A list of vectorized functions: cdf, logpdf, quantile and partial_mean, where
partial_mean(z) is E[Z 1(Z <= z)].
stochvolTMB documentation built on Nov. 7, 2026, 5:08 p.m.
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| standard_error_distribution | R Documentation |
Standardized error distribution of a fitted model
Description
The distribution of y_t / (sigma_y * exp(h_t / 2)) given h_t. It has mean zero and unit variance.
Usage
standard_error_distribution(object)
Arguments
object |
A |
Value
A list of vectorized functions: cdf, logpdf, quantile and partial_mean, where
partial_mean(z) is E[Z 1(Z <= z)].
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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