ACDfilter-class: class: ACD Filter Class

Description Objects from the Class Slots Extends Methods Author(s)

Description

Object holding the details of the ACD filter.

Objects from the Class

Objects can be created by calling the acdfilter function.

Slots

filter:

Object of class "vector" filtered model.

model:

Object of class "vector" model details.

Extends

Class "rACD", directly.

Methods

coef

signature(object = "ACDfilter"): estimated coefficients.

likelihood

signature(object = "ACDfilter"): log-likelihood of the ACD model.

show

signature(object = "ACDfilter"): summary method.

plot

signature(x = "ACDfilter", y = "missing"): plots.

fitted

signature(object = "ACDfilter"): conditional mean.

residuals

signature(object = "ACDfilter"): model residuals (with logical option standardize set to FALSE as default).

sigma

signature(object = "ACDfilter"): conditional sigma.

skew

signature(object = "ACDfilter"): conditional skew. Takes optional argument ‘transform’ (default TRUE) which indicates whether to return the transformed value (logistic transformation).

shape

signature(object = "ACDfilter"): conditional shape. Takes optional argument ‘transform’ (default TRUE) which indicates whether to return the transformed value (exponential transformation).

skewness

signature(object = "ACDfilter"): conditional skewness.

kurtosis

signature(object = "ACDfilter"): conditional excess kurtosis.

quantile

signature(x = "ACDfilter"): the conditional quantiles given a vector of probabilities.

pit

signature(x = "ACDfilter"): the probability integral transform of the data given the conditional density.

Author(s)

Alexios Ghalanos


racd documentation built on May 21, 2017, 12:33 a.m.

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