trajectories: Class for sample paths of a Cogarch(1,1) process
In COGARCH: Simulation and inferenc for COGARCH(1,1) processes
Description
Usage
Arguments
Details
Methods
Author(s)
Description
An object of class trajectories contains the Cogarch(1,1) sample paths.
Usage
1
Arguments
...
Arguments for the constructor trajectories(time,sigma,G):
- time
is a numeric object containing the observation dates of the process.
- sigma
is a matrix object in which the sample paths of the volatility process have been stored.
- G
is a matrix object containing the simulated trajectories of the Cogarch(1,1).
Details
The class is built internally by the function rCOGARCH and contains the simulated sample path for a Cogarch(1,1) model
Methods
- plot
Plot methods
- summary
Summary methods
Author(s)
Cogarch Team
COGARCH documentation built on May 2, 2019, 5:28 p.m.
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Description Usage Arguments Details Methods Author(s)
Description
An object of class trajectories contains the Cogarch(1,1) sample paths.
Usage
1 |
Arguments
... |
Arguments for the constructor
|
Details
The class is built internally by the function rCOGARCH and contains the simulated sample path for a Cogarch(1,1) model
Methods
- plot
Plot methods
- summary
Summary methods
Author(s)
Cogarch Team
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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