residualsSet: Set conditional residuals for the model

Description Usage Arguments Value Examples

View source: R/RRegArch.R

Description

This function returns a condResidualsClass object describing the conditional residuals of the model.

Usage

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   residualsSet(condResiduals='NORMAL')
   residualsSet(condResiduals='STUDENT', parameter=0)
  ## S3 method for class 'condResidualsClass'
print(x, ...)
 

Arguments

condResiduals

A string. Name of the conditional distribution of the model. In 'NORMAL', 'STUDENT'

parameter

A double. Parameter of the distribution. Default NULL

Value

a condResidualsClass object:

distrType

An integer (eNormal=1 for normal conditional residuals, eStudent=2 for Student conditional residuals.)

nParam

An integer. Number of poarameters of the conditional distribution.

distrParameter

A double or a vector. Value of the parameter(s) of the conditional distribution.

Examples

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# set Normal conditional distribution
    rr1 <- residualsSet('NORMAL')
# set Student with 10 dof conditional distribution
    rr2 <- residualsSet('STUDENT', 10)
    

RRegArch documentation built on May 2, 2019, 4:59 p.m.