pit: Probability Integral Transform (PIT) for weighted FFT...
In tsmarch: Multivariate ARCH Models
pit.gogarch.fft R Documentation
Probability Integral Transform (PIT) for weighted FFT densities
Description
Probability Integral Transform (PIT) for weighted FFT densities
Usage
## S3 method for class 'gogarch.fft'
pit(object, actual, ...)
Arguments
object
an object of class “gogarch.fft” or “gogarch.fftsim”.
actual
a vector of realized values representing the weighted values of the
series for the period under consideration.
...
not used.
Value
a matrix.
tsmarch documentation built on April 3, 2025, 7:40 p.m.
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| pit.gogarch.fft | R Documentation |
Probability Integral Transform (PIT) for weighted FFT densities
Description
Probability Integral Transform (PIT) for weighted FFT densities
Usage
## S3 method for class 'gogarch.fft'
pit(object, actual, ...)
Arguments
object |
an object of class “gogarch.fft” or “gogarch.fftsim”. |
actual |
a vector of realized values representing the weighted values of the series for the period under consideration. |
... |
not used. |
Value
a matrix.
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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