racd: Autoregressive Conditional Density Models

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Time Varying Higher Moment Models

Author
Alexios Ghalanos <alexios@4dscape.com>
Date of publication
2014-03-15 06:55:20
Maintainer
Alexios Ghalanos <alexios@4dscape.com>
License
GPL-3
Version
1.0-5
URLs

View on R-Forge

Man pages

ACDfilter-class
class: ACD Filter Class
acdfilter-methods
ACD Model Estimation
ACDfit-class
class: ACD Fit Class
acdfit-methods
ACD Model Estimation
ACDforecast-class
class: ACD Forecast Class
acdforecast-methods
ACD Model Forecast
ACDmultifilter-class
class: Univariate ACD Multiple Filter Class
ACDmultifit-class
class: Univariate ACD Multiple Fit Class
ACDmultiforecast-class
class: Univariate ACD Multiple Forecast Class
ACDmultispec-class
class: Univariate ACD Multiple Specification Class
acdmultispec-methods
function: Univariate multiple ACD Specification
ACDpath-class
class: ACD Path Simulation Class
acdpath-methods
function: ACD Path Simulation
ACDroll-class
class: ACD Rolling Forecast Class
acdroll-methods
function: ACD Rolling Density Forecast and Backtesting
ACDsim-class
class: ACD Simulation Class
acdsim-methods
function: ACD Simulation
ACDspec-class
class: ACD Specification Class
acdspec-methods
function: ACD Specification
distbounds
Conditional Distribution Bounds
rACD-class
class: rACD Class
racd-package
The racd package
transformations
Bounding Transformations

Files in this package

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