Man pages for stefanbirr/QPBoot
Model Validation using Quantile Spectral Analysis and Parametric Bootstrap

alphaqReturns a function to retrieve the alpha-quantile from a...
arg.namesReturns the argument names of a function.
compare.arg.namesCompare arguments with character vector
computeCIs-QPBootPointwise Confidence Intervalls
daxDAX: Deutscher Aktien Index 2000-2010
Estimate-tsModelEstimates the parameter of a tsModel-class
generics-accessorsGeneric functions for accessing attributes of objects These...
ModelsPredefined Time-Series Models
plot-QPBootPlot the values of a 'QPBoot'.
QPBoot-classClass for a Parametric Bootstrap based on Quantile Spectral...
QPBoot-constructorqpBoot
QPBoot-packageQuantile Spectral Analysis for Parametric Bootstrap
setEstimate-tsModelSets the estimation Method of a tsModel-class
setParameter-tsModelSets the Parameter of a tsModel-class manually
setSimulate-tsModelSets the simulation Method of a tsModel-class
Simulate-tsModelSimulates from a tsModel-class
tsModel-classClass for a Parametric Time-Series Model
stefanbirr/QPBoot documentation built on June 7, 2017, 2:32 a.m.