Goinit-class | R Documentation |
This class defines the required slots for estimating GO-GARCH models.
Objects can be created by calls of the form new("Goinit", ...)
,
or more conveniently by goinit()
.
X
:Object of class "matrix"
: The data matrix.
V
:Object of class "matrix"
: Covariance matrix
of X
.
P
:Object of class "matrix"
: Left singular
values of Var/Cov matrix of X
.
Dsqr
:Object of class "matrix"
: Square roots of
eigenvalues on diagonal, else zero.
garchf
:Object of class "formula"
: Garch
formula used for uncorrelated component GARCH models.
name
:Object of class "character"
: The name of
the original data object.
Prints the slots, whereby for X
only the head is
displayed.
Bernhard Pfaff
garchFit
, goinit
showClass("Goinit")
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