Man pages for Sondre91/STGARCH
STGARCH
| bootstrap.est | Boostrap estimation function |
| est | Estimation of 2D STARCH(1) |
| ggplot_bootstrap | Function for creating PBBC plots |
| LS.estimation | Least Squares Estimation of STARCH(1) |
| max_lik | Maximum Likelihood Estimation of STARCH(1) |
| neighbourmatrix | Create neighbourmatrix |
| reflecting_neighbourmatrix | Create reflecting neighbourmatrix |
| run_2d_simest | Run 2D simulation-estimation experiment |
| running.bootstrap | Running boostrap experiments |
| simulation_1d_arch | Simulation of 1D STARCH processes |
| simulation_1d_garch | Simulation of 1D STGARCH-process |
| simulation_2d_arch | Simulation of 2D STARCH-process |
| simulation_2d_garch | Simulation of 2D STGARCH-process |
| stacker | Functions for transforming arrays |
| STGARCH | STGARCH: A package simulating and estimating STGARCH... |
| tilArray | Functions for transforming arrays |
| tilVektor | Functions for transforming arrays |
