predict.fitMSM: Forecasting from multifractal fits

In ahoundetoungan/multifractal: Multifractal volatility models

Description

Forecasts from multifractal fits.

Usage

## S3 method for class 'fitMSM'
predict(object, h, n.sim, ...)

Arguments

object	a fitted object of class inheriting from 'fitMSM'.
h	the prediction horizon.
n.sim	the number of simulation to generate for each period of forecasting.
...	further arguments passed to or from other methods.

Value

a matrix of dimension h*nsim of simulations.

Examples

## Not run: 
pred <- predict(fit, h = 5, n.sim = 3e3) 
## End(Not run)

ahoundetoungan/multifractal documentation built on Dec. 27, 2019, 2:17 a.m.