Class of objects for marginal models for stationary time series. The
object is given a name and there must exist functions pname, qname,
dname and rname. For example, the object could be named norm and
make use of
As well as the parameters of the distribution, dname must have the
logical argument log specifying whether log density should be computed.
## S4 method for signature 'margin' coef(object) ## S4 method for signature 'margin' sim(object, n = 1000) ## S4 method for signature 'margin' show(object)
an object of the class.
length of realization.
coef: Coef method for margin class
sim: Simulation method for margin class
show: Show method for margin class
name of the marginal model class.
a numeric vector containing the named parameters of the distribution which are passed as arguments to pname, qname, dname and rname.
new("margin", name = "norm", pars = c(mu = 0, sigma = 1)) margmod <- margin("norm", pars = c(mean = 0, sd = 1)) sim(margmod, n = 500)
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