density_eps_ged: Density of Centered log-GED^2 Measurement Noise
In wARMASVp: Winsorized ARMA Estimation for Higher-Order Stochastic Volatility Models
density_eps_ged R Documentation
Density of Centered log-GED^2 Measurement Noise
Description
Density of Centered log-GED^2 Measurement Noise
Usage
density_eps_ged(y, nu)
Arguments
y
Numeric vector. Evaluation points (centered: E[eps] = 0).
nu
Numeric. GED shape parameter.
Value
Density values.
wARMASVp documentation built on May 15, 2026, 5:07 p.m.
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| density_eps_ged | R Documentation |
Density of Centered log-GED^2 Measurement Noise
Description
Density of Centered log-GED^2 Measurement Noise
Usage
density_eps_ged(y, nu)
Arguments
y |
Numeric vector. Evaluation points (centered: E[eps] = 0). |
nu |
Numeric. GED shape parameter. |
Value
Density values.
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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