dist-Slider: Visualise skew normal, (skew) Student-t and (skew) GED...

In fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Visualise skew normal, (skew) Student-t and (skew) GED distributions

Description

Displays interactively the dependence of distributions on their parameters. Package 'fGarch' provides sliders for the Student-t, GED, skew normal, skew Student-t and skew GED distributions,

Usage

stdSlider(type = c("dist", "rand"))
gedSlider(type = c("dist", "rand"))

snormSlider(type = c("dist", "rand"))
sstdSlider(type = c("dist", "rand"))
sgedSlider(type = c("dist", "rand"))

Arguments

type	a character string denoting which interactive plot should be displayed. Either a distribution plot type = "dist", the default value, or a random variates plot, type = "rand".

Value

a Tcl object

Author(s)

Diethelm Wuertz for the Rmetrics R-port

References

Nelson D.B. (1991); Conditional Heteroscedasticity in Asset Returns: A New Approach, Econometrica, 59, 347–370.

Fernandez C., Steel M.F.J. (2000); On Bayesian Modelling of Fat Tails and Skewness, Preprint, 31 pages.

See Also

snorm, std, sstd, ged, sged

Examples

## Not run:   
require(tcltk)

snormSlider("dist")
snormSlider("rand")

stdSlider("dist")
stdSlider("rand")

sstdSlider("dist")
sstdSlider("rand")

gedSlider("dist")
gedSlider("rand")

sgedSlider("dist")
sgedSlider("rand")

## End(Not run)

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