Goinit-class: Class "Goinit": Initialisation of GO-GARCH models

In gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models

Class "Goinit": Initialisation of GO-GARCH models

Description

This class defines the required slots for estimating GO-GARCH models.

Objects from the Class

Objects can be created by calls of the form new("Goinit", ...), or more conveniently by goinit().

Slots

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.

Methods

show

Prints the slots, whereby for X only the head is displayed.

Author(s)

Bernhard Pfaff

See Also

garchFit, goinit

Examples

showClass("Goinit")

gogarch documentation built on April 28, 2022, 3 p.m.