racd: Autoregressive Conditional Density Models

Time Varying Higher Moment Models

AuthorAlexios Ghalanos <alexios@4dscape.com>
Date of publication2014-03-15 06:55:20
MaintainerAlexios Ghalanos <alexios@4dscape.com>
LicenseGPL-3
Version1.0-5
http://www.unstarched.net, https://r-forge.r-project.org/projects/teatime/

View on R-Forge

Functions

acdfilter Man page
acdfilter,ACDspec-method Man page
acdfilter,ANY-method Man page
ACDfilter-class Man page
acdfilter-methods Man page
acdfit Man page
acdfit,ACDspec-method Man page
acdfit,ANY-method Man page
ACDfit-class Man page
acdfit-methods Man page
acdforecast Man page
acdforecast,ACDfit-method Man page
acdforecast,ACDspec-method Man page
acdforecast,ANY-method Man page
ACDforecast-class Man page
acdforecast-methods Man page
ACDmultifilter-class Man page
ACDmultifit-class Man page
ACDmultiforecast-class Man page
acdmultispec Man page
acdmultispec,ANY-method Man page
ACDmultispec-class Man page
acdmultispec-methods Man page
acdmultispec,vector-method Man page
acdpath Man page
acdpath,ACDspec-method Man page
acdpath,ANY-method Man page
ACDpath-class Man page
acdpath-methods Man page
acdroll Man page
acdroll,ACDspec-method Man page
acdroll,ANY-method Man page
ACDroll-class Man page
acdroll-methods Man page
acdsim Man page
acdsim,ACDfit-method Man page
acdsim,ANY-method Man page
ACDsim-class Man page
acdsim-methods Man page
acdspec Man page
acdspec,ANY-method Man page
ACDspec-class Man page
acdspec-methods Man page
as.data.frame,ACDroll-method Man page
coef,ACDfilter-method Man page
coef,ACDfit-method Man page
coef,ACDmultifilter-method Man page
coef,ACDmultifit-method Man page
coef,ACDroll-method Man page
convergence,ACDfit-method Man page
convergence,ACDmultifit-method Man page
convergence,ACDroll-method Man page
distbounds Man page
exptransform Man page
fitted,ACDfilter-method Man page
fitted,ACDfit-method Man page
fitted,ACDforecast-method Man page
fitted,ACDmultifilter-method Man page
fitted,ACDmultifit-method Man page
fitted,ACDmultiforecast-method Man page
fitted,ACDpath-method Man page
fitted,ACDsim-method Man page
getspec,ACDfit-method Man page
infocriteria,ACDfit-method Man page
kurtosis Man page
kurtosis,ACDfilter-method Man page
kurtosis,ACDfit-method Man page
kurtosis,ACDforecast-method Man page
kurtosis,ACDpath-method Man page
kurtosis,ACDroll-method Man page
kurtosis,ACDsim-method Man page
kurtosis,ANY-method Man page
likelihood,ACDfilter-method Man page
likelihood,ACDfit-method Man page
likelihood,ACDmultifilter-method Man page
likelihood,ACDmultifit-method Man page
logtransform Man page
multifilter,ACDmultifit-method Man page
multifilter,ACDmultispec-method Man page
multifit,ACDmultispec-method Man page
multiforecast,ACDmultispec-method Man page
pit,ACDfilter-method Man page
pit,ACDfit-method Man page
pit,ACDroll-method Man page
plot,ACDfilter,missing-method Man page
plot,ACDfit,missing-method Man page
quantile,ACDfilter-method Man page
quantile,ACDfit-method Man page
quantile,ACDroll-method Man page
racd Man page
rACD-class Man page
racd-package Man page
residuals,ACDfilter-method Man page
residuals,ACDfit-method Man page
residuals,ACDmultifilter-method Man page
residuals,ACDmultifit-method Man page
resume,ACDroll-method Man page
setbounds<-,ACDspec,vector-method Man page
setfixed<-,ACDspec,vector-method Man page
setstart<-,ACDspec,vector-method Man page
shape Man page
shape,ACDfilter-method Man page
shape,ACDfit-method Man page
shape,ACDforecast-method Man page
shape,ACDmultifilter-method Man page
shape,ACDmultifit-method Man page
shape,ACDmultiforecast-method Man page
shape,ACDpath-method Man page
shape,ACDroll-method Man page
shape,ACDsim-method Man page
shape,ANY-method Man page
show,ACDfilter-method Man page
show,ACDfit-method Man page
show,ACDforecast-method Man page
show,ACDroll-method Man page
show,ACDroll-method Man page
show,ACDspec-method Man page
sigma,ACDfilter-method Man page
sigma,ACDfit-method Man page
sigma,ACDforecast-method Man page
sigma,ACDmultifilter-method Man page
sigma,ACDmultifit-method Man page
sigma,ACDmultiforecast-method Man page
sigma,ACDpath-method Man page
sigma,ACDroll-method Man page
sigma,ACDsim-method Man page
skew Man page
skew,ACDfilter-method Man page
skew,ACDfit-method Man page
skew,ACDforecast-method Man page
skew,ACDmultifilter-method Man page
skew,ACDmultifit-method Man page
skew,ACDmultiforecast-method Man page
skew,ACDpath-method Man page
skew,ACDroll-method Man page
skew,ACDsim-method Man page
skew,ANY-method Man page
skewness Man page
skewness,ACDfilter-method Man page
skewness,ACDfit-method Man page
skewness,ACDforecast-method Man page
skewness,ACDpath-method Man page
skewness,ACDroll-method Man page
skewness,ACDsim-method Man page
skewness,ANY-method Man page

Files

racd/.Rinstignore
racd/ChangeLog
racd/DESCRIPTION
racd/NAMESPACE
racd/R
racd/R/acd-classes.R racd/R/acd-csacd.R racd/R/acd-dbounds.R racd/R/acd-helperfn.R racd/R/acd-main.R racd/R/acd-mcsacd.R racd/R/acd-methods.R racd/R/acd-multi.R racd/R/acd-plots.R racd/R/acd-sacd.R racd/R/acd-solvers.R racd/R/acd-startpars.R racd/R/zzz.R
racd/build
racd/build/vignette.rds
racd/cleanup
racd/inst
racd/inst/COPYRIGHTS
racd/inst/doc
racd/inst/doc/Time_Varying_Higher_Moments.Rnw
racd/inst/doc/Time_Varying_Higher_Moments.pdf
racd/man
racd/man/ACDfilter-class.Rd racd/man/ACDfit-class.Rd racd/man/ACDforecast-class.Rd racd/man/ACDmultifilter-class.Rd racd/man/ACDmultifit-class.Rd racd/man/ACDmultiforecast-class.Rd racd/man/ACDmultispec-class.Rd racd/man/ACDpath-class.Rd racd/man/ACDroll-class.Rd racd/man/ACDsim-class.Rd racd/man/ACDspec-class.Rd racd/man/acdfilter-methods.Rd racd/man/acdfit-methods.Rd racd/man/acdforecast-methods.Rd racd/man/acdmultispec-methods.Rd racd/man/acdpath-methods.Rd racd/man/acdroll-methods.Rd racd/man/acdsim-methods.Rd racd/man/acdspec-methods.Rd racd/man/distbounds.Rd racd/man/rACD-class.Rd racd/man/racd-package.Rd racd/man/transformations.Rd
racd/src
racd/src/acd.c
racd/src/acd.h
racd/src/distributions.c
racd/src/distributions.h
racd/src/filters.c
racd/src/filters.h
racd/src/gig.c
racd/src/gig.h
racd/src/nig.c
racd/src/nig.h
racd/src/racd.c
racd/src/racd.h
racd/vignettes
racd/vignettes/Time_Varying_Higher_Moments.Rnw
racd/vignettes/Time_Varying_Higher_Moments.tex
racd/vignettes/acd.tex
racd/vignettes/acdbib.bib
racd/vignettes/skdomain.png

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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All documentation is copyright its authors; we didn't write any of that.