class-fUGARCHSPEC: Class 'fUGARCHSPEC'

In fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Class 'fUGARCHSPEC'

Description

Class 'fUGARCHSPEC'.

Objects from the Class

Objects can be created by calls of the form new("fUGARCHSPEC", ...).

Slots

model:

Object of class "list" ~~

distribution:

Object of class "list" ~~

optimization:

Object of class "list" ~~

documentation:

Object of class "list" ~~

Methods

No methods defined with class "fUGARCHSPEC" in the signature.

Note

Was this class meant to replace "fGARCHSPEC"?

(GNB) This class seems to be meant for internal use by the package.

(GNB) Amendment: no, functions .ugarchSpec and .ugarchFit are exported. .ugarchFit fits the model from a spec, unlike garchFit.

TODO: There is something unfinished here. Check and sort out. See also fUGARCHSPEC-class

See Also

class "fGARCH"

Examples

showClass("fUGARCHSPEC")

fGarch documentation built on July 12, 2024, 3:01 p.m.