acdfilter: Filtering new data
In TrungLeVn/SgtAcd: Autoregressive Density Model with Skewed Generalized Student-t distribution
Description
Usage
Arguments
Value
Description
Filtering new data with regards to the model specification with fixed parameters
Usage
1
Arguments
spec
An ACDspec object with fixed parameters
data
dataset
n.old
Number of old data that will be used to fit the model specification. The last value will be
used to start the filtering
Value
An ACDfiltering object
TrungLeVn/SgtAcd documentation built on July 25, 2021, 4:49 a.m.
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Description Usage Arguments Value
Description
Filtering new data with regards to the model specification with fixed parameters
Usage
1 |
Arguments
spec |
An ACDspec object with fixed parameters |
data |
dataset |
n.old |
Number of old data that will be used to fit the model specification. The last value will be used to start the filtering |
Value
An ACDfiltering object
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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