margin-class | R Documentation |
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 pnorm
, qnorm
,
dnorm
and rnorm
.
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)
object |
an object of the class. |
n |
length of realization. |
coef
: Coef method for margin class
sim
: Simulation method for margin class
show
: Show method for margin class
name
name of the marginal model class.
pars
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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