ACDmultispec-class: class: Univariate ACD Multiple Specification Class

In racd: Autoregressive Conditional Density Models

Description

Class for the univariate ACD Multiple specification.

Objects from the Class

Created by calling the acdmultispec function.

Slots

spec:

Object of class "vector" containing the details of the specification.

type:

Object of class "character" determining whether it is a common or diverse specification.

Methods

multifilter

signature(multifitORspec = "ACDmultispec")
function:
multifilter(multifitORspec, data = NULL, out.sample = 0, n.old = NULL, cluster = NULL, skew0 = NULL, shape0 = NULL, ...)

multifit

signature(multispec = "ACDmultispec"):
function:
multifit(multispec, data, out.sample = 0, solver = "solnp", solver.control = list(), fit.control = list(stationarity = 1, scale = 0, n.sim=2000), cluster = NULL, ...)

multiforecast

signature(multifitORspec = "ACDmultispec"):
function:
multiforecast(multifitORspec, data = NULL, n.ahead = 1, n.roll = 0, out.sample = 0,external.forecasts = list(mregfor = NULL, vregfor = NULL, skregfor = NULL, shregfor = NULL), m.sim = 1000, cluster = NULL, ...)

Note

See the univariate ACD functions corresponding to these multi-based functions for a description of each argument.

Author(s)

Alexios Ghalanos

racd documentation built on May 2, 2019, 4:47 p.m.