acdpath: ACD simulated path

Description Usage Arguments Value

View source: R/acd-path.R

Description

ACD simulated path

Usage

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acdpath = function(spec, n.sim = 1000, n.start = 0, m.sim = 1, presigma = NA,
       prereturns = NA, preresiduals = NA, preskew = NA, preshape1 = NA, preshape2 = NA, rseed = NA,
       cluster = NULL, ...)

Arguments

spec

A spec object with fixed parameters

n.sim

The path horizon.

n.start

Number of burn-in period for simulated path.

pre..

Must be supplied. The values of returns, residuals, skew, shape that will be used to start the simulation process

Value

A ACDpath object that will be a simulated process for an ACD process.


TrungLeVn/SgtAcd documentation built on July 25, 2021, 4:49 a.m.