ACDpath-class: class: ACD Path Simulation Class

In racd: Autoregressive Conditional Density Models

Description

Class for the ACD Path simulation.

Slots

path:

Object of class "vector" The simulation.

model:

Object of class "vector" The model.

seed:

Object of class "integer" The random seeds.

Extends

Class "rACD", directly.

Methods

sigma

signature(object = "ACDpath"): Extracts the conditional sigma simulated values as a matrix of size n.sim x m.sim.

fitted

signature(object = "ACDpath"): Extracts the conditional mean simulated values as a matrix of size n.sim x m.sim.

kurtosis

signature(object = "ACDpath"): Calculates and Returns the conditional excess simulated Kurtosis values as a matrix of size n.sim x m.sim

shape

signature(object = "ACDpath"): Extracts the conditional shape simulated values as a matrix of size n.sim x m.sim. Takes optional argument ‘transform’ (default TRUE) denoting whether to transform the value to the distribution domain bounds.

skew

signature(object = "ACDpath"): Extracts the conditional skew simulated values as a matrix of size n.sim x m.sim. Takes optional argument ‘transform’ (default TRUE) denoting whether to transform the value to the distribution domain bounds.

skewness

signature(object = "ACDpath"): Returns the conditional simulated Skewness values as a matrix of size n.sim x m.sim

Author(s)

Alexios Ghalanos

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