Description Usage Arguments Examples
Summary for rg S3 class
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | ## S3 method for class 'rg'
summary(fit, digits = 3)
## S3 method for class 'rg'
print(fit, digits = 3)
## S3 method for class 'rg'
plot(
fit,
digits = 3,
estimation_pos = "topleft",
line_name_pos = "topright",
par_ = par(no.readonly = TRUE),
pctReturn_ = TRUE,
abs_ = TRUE,
original_ = FALSE,
main_name = "Conditional Volatility (vs |pctReturns(%)|)"
)
aef(fit, v = 5)
|
fit |
A RG fit object of class |
digits |
the number of digits for print and plot, default is 3. |
estimation_pos |
string that determines the legend position that specifies gamma, alpha, beta estimations. Choice of "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center". Default is "topleft". |
line_name_pos |
string that determines the legend position that specifies the names of lines in the plot. Choice of "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center". Default is "topright". |
par_ |
graphical parameters that can be set, which is in the form of par(...). The default is par(no.readonly = TRUE). |
pctReturn_ |
a logical argument. IF TRUE, the plot function will plot the returns in percentage instead of original. Default is TRUE. |
abs_ |
a logical argument, when TRUE, the plot function will plot abs(returns) with conditional standard deviation instead of returns, default to TRUE. |
original_ |
a logical argument. If TRUE, the original return will be plotted. Default is FALSE |
main_name |
the title of the plot, default is "Conditional SD (vs returns)" |
1 2 3 4 5 6 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.