ged_E_abs_u: E[|u|] for standardized GED(nu) with Var = 1 Closed form:...
In wARMASVp: Winsorized ARMA Estimation for Higher-Order Stochastic Volatility Models
ged_E_abs_u R Documentation
E[|u|] for standardized GED(nu) with Var = 1
Closed form: sqrt(Gamma(1/nu)/Gamma(3/nu)) * Gamma(2/nu) / Gamma(1/nu)
Description
E[|u|] for standardized GED(nu) with Var = 1
Closed form: sqrt(Gamma(1/nu)/Gamma(3/nu)) * Gamma(2/nu) / Gamma(1/nu)
Usage
ged_E_abs_u(nu)
Arguments
nu
GED shape parameter (nu > 0)
Value
E[|u|]
wARMASVp documentation built on May 15, 2026, 5:07 p.m.
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.
| ged_E_abs_u | R Documentation |
E[|u|] for standardized GED(nu) with Var = 1 Closed form: sqrt(Gamma(1/nu)/Gamma(3/nu)) * Gamma(2/nu) / Gamma(1/nu)
Description
E[|u|] for standardized GED(nu) with Var = 1 Closed form: sqrt(Gamma(1/nu)/Gamma(3/nu)) * Gamma(2/nu) / Gamma(1/nu)
Usage
ged_E_abs_u(nu)
Arguments
nu |
GED shape parameter (nu > 0) |
Value
E[|u|]
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.